-56.6%
FIG vs AEE
+9.0%
-65.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | -0.2% |
| 7D | -12.2% | -0.7% | -11.5% | -12.6% |
| 30D | -11.0% | -2.0% | -9.0% | -12.1% |
| 3M | +11.9% | -2.8% | +14.7% | +11.5% |
| 6M | -21.9% | -3.6% | -18.3% | -21.4% |
| YTD | -40.8% | +7.3% | -48.1% | -38.2% |
| 1Y | -56.6% | +8.7% | -65.3% | -52.0% |
| All | -56.6% | +9.0% | -65.7% | -52.0% |
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