-20.9%
FN vs AEE
+11.1%
-32.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.3% | -4.1% |
| 7D | +20.8% | +0.6% | +20.1% | +20.9% |
| 30D | -17.3% | +8.8% | -26.1% | -16.4% |
| 3M | -38.1% | +5.1% | -43.2% | -37.6% |
| 6M | -44.2% | +5.2% | -49.4% | -44.8% |
| YTD | -22.3% | +16.1% | -38.4% | -27.5% |
| 1Y | -20.9% | +10.4% | -31.4% | -21.5% |
| All | -20.9% | +11.1% | -32.0% | -21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling