+451.9%
FLR vs AEE
+641.6%
-189.7%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.1% | +0.3% |
| 7D | +0.7% | +1.3% | -0.7% | 0.0% |
| 30D | -0.7% | -1.2% | +0.6% | -0.1% |
| 3M | +14.3% | +1.0% | +13.3% | +13.3% |
| 6M | +25.6% | -2.3% | +27.9% | +26.2% |
| YTD | +42.9% | +9.1% | +33.7% | +35.4% |
| 1Y | +38.7% | +10.6% | +28.2% | +30.3% |
| 3Y | +61.8% | +48.5% | +13.3% | +27.0% |
| 5Y | +254.1% | +39.9% | +214.2% | +182.5% |
| 10Y | +20.0% | +185.7% | -165.7% | -46.3% |
| All | +451.9% | +641.6% | -189.7% | +18.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling