+804.7%
FN vs AEE
+216.2%
+588.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.4% | +6.2% | +5.9% |
| 7D | +8.0% | +0.2% | +7.8% | +8.0% |
| 30D | -19.1% | +9.7% | -28.9% | -20.5% |
| 3M | -29.8% | +5.8% | -35.6% | -30.6% |
| 6M | -43.2% | +4.5% | -47.6% | -43.8% |
| YTD | -18.9% | +15.8% | -34.8% | -21.4% |
| 1Y | -17.9% | +10.8% | -28.6% | -19.7% |
| 3Y | +120.1% | +62.8% | +57.3% | +95.9% |
| 5Y | +206.7% | +56.1% | +150.6% | +174.8% |
| 10Y | +804.7% | +216.4% | +588.2% | +731.9% |
| All | +804.7% | +216.2% | +588.4% | +731.9% |
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 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