+289.3%
FN vs AEE
+40.8%
+248.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.1% | +3.1% |
| 7D | -1.7% | +0.3% | -2.0% | -1.7% |
| 30D | -22.0% | -2.3% | -19.7% | -21.8% |
| 3M | -43.0% | +0.2% | -43.2% | -43.3% |
| 6M | -27.7% | -4.7% | -23.0% | -27.7% |
| YTD | -10.5% | +8.1% | -18.6% | -11.6% |
| 1Y | +12.5% | +8.5% | +3.9% | +11.0% |
| 3Y | +153.8% | +48.9% | +104.9% | +134.7% |
| All | +289.3% | +40.8% | +248.5% | +269.2% |
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