+173.5%
FN vs AEE
+52.8%
+120.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | 0.0% | +11.6% | +11.7% |
| 7D | 0.0% | +2.1% | -2.1% | -0.2% |
| 30D | -34.3% | +11.4% | -45.7% | -34.9% |
| 3M | -39.9% | +5.0% | -44.8% | -40.1% |
| 6M | -51.8% | +4.4% | -56.3% | -52.1% |
| YTD | -28.1% | +15.4% | -43.5% | -29.4% |
| 1Y | -29.1% | +13.8% | -42.8% | -30.2% |
| 3Y | +102.4% | +58.0% | +44.4% | +86.1% |
| All | +173.5% | +52.8% | +120.7% | +152.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling