+693.0%
FN vs AEE
+222.5%
+470.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.1% | -8.4% | -7.5% |
| 7D | +0.3% | +1.7% | -1.4% | 0.0% |
| 30D | -16.5% | +9.7% | -26.3% | -17.9% |
| 3M | -42.1% | +5.9% | -48.0% | -42.7% |
| 6M | -52.9% | +6.7% | -59.6% | -53.6% |
| YTD | -28.0% | +17.4% | -45.3% | -30.3% |
| 1Y | -18.5% | +12.7% | -31.2% | -20.6% |
| 3Y | +93.9% | +68.2% | +25.6% | +71.4% |
| 5Y | +170.5% | +57.3% | +113.2% | +142.2% |
| All | +693.0% | +222.5% | +470.5% | +637.4% |
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