+2,943.1%
FN vs AEE
+726.8%
+2,216.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | 0.0% | +11.6% | +11.7% |
| 7D | 0.0% | +2.1% | -2.1% | -0.7% |
| 30D | -34.3% | +11.4% | -45.7% | -36.4% |
| 3M | -39.9% | +5.0% | -44.8% | -40.8% |
| 6M | -51.8% | +4.4% | -56.3% | -52.7% |
| YTD | -28.1% | +15.4% | -43.5% | -31.6% |
| 1Y | -29.1% | +13.8% | -42.8% | -32.2% |
| 3Y | +102.4% | +58.0% | +44.4% | +71.2% |
| 5Y | +171.7% | +52.9% | +118.7% | +130.1% |
| 10Y | +773.5% | +205.1% | +568.4% | +432.3% |
| All | +2,943.1% | +726.8% | +2,216.2% | +909.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling