+16.8%
FLR vs AEE
+191.1%
-174.3%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.3% | +1.2% |
| 7D | -3.5% | -0.8% | -2.7% | -3.4% |
| 30D | +4.2% | -2.9% | +7.1% | +4.6% |
| 3M | +8.1% | -2.4% | +10.5% | +8.4% |
| 6M | +21.5% | -2.7% | +24.2% | +21.8% |
| YTD | +36.8% | +7.3% | +29.5% | +34.9% |
| 1Y | +31.2% | +7.5% | +23.7% | +29.3% |
| 3Y | +53.9% | +46.2% | +7.7% | +43.1% |
| 5Y | +243.0% | +39.7% | +203.3% | +220.9% |
| All | +16.8% | +191.1% | -174.3% | +18.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling