-51.7%
FIG vs AEE
+13.9%
-65.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.5% | +2.8% | +6.6% |
| 7D | -4.7% | +4.7% | -9.4% | -2.1% |
| 30D | +0.5% | +13.4% | -12.9% | +8.8% |
| 3M | -18.4% | +4.1% | -22.5% | -16.6% |
| 6M | +10.9% | +2.0% | +8.8% | +15.2% |
| YTD | -40.8% | +15.6% | -56.4% | -35.5% |
| 1Y | -51.7% | +14.1% | -65.8% | -47.0% |
| All | -51.7% | +13.9% | -65.6% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AEE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling