+107.9%
FN vs AEE
+62.0%
+45.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.3% | -4.5% | -4.8% |
| 7D | -4.1% | +3.0% | -7.1% | -3.4% |
| 30D | -28.3% | +11.2% | -39.6% | -26.7% |
| 3M | -33.9% | +7.0% | -40.9% | -32.9% |
| 6M | -43.9% | +5.7% | -49.6% | -43.3% |
| YTD | -23.4% | +16.2% | -39.7% | -21.2% |
| 1Y | -25.4% | +12.0% | -37.5% | -23.7% |
| 3Y | +107.9% | +63.4% | +44.5% | +120.4% |
| All | +107.9% | +62.0% | +45.9% | +120.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling