-40.1%
FN vs AEE
+12.6%
-52.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -0.2% | -14.0% | -14.8% |
| 7D | -16.0% | +2.4% | -18.3% | -9.6% |
| 30D | -40.1% | +10.9% | -51.1% | -17.3% |
| All | -40.1% | +12.6% | -52.7% | -17.3% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling