-80.9%
FIG vs AEE
+10.6%
-91.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.8% | -3.6% |
| 7D | -14.5% | +1.1% | -15.5% | -13.7% |
| 30D | -13.3% | 0.0% | -13.3% | -13.2% |
| 3M | +7.4% | -0.9% | +8.3% | +8.6% |
| 6M | -27.8% | -2.4% | -25.4% | -27.0% |
| YTD | -41.1% | +8.6% | -49.7% | -35.2% |
| 1Y | -58.7% | +10.2% | -68.9% | -51.8% |
| All | -80.9% | +10.6% | -91.6% | -78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling