+49.5%
FND vs AEE
+154.2%
-104.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.0% | -5.6% | -5.1% |
| 7D | +0.4% | +1.3% | -0.9% | -0.3% |
| 30D | -23.6% | -1.2% | -22.3% | -23.1% |
| 3M | +4.3% | +1.0% | +3.3% | +3.9% |
| 6M | -20.3% | -2.3% | -18.0% | -19.4% |
| YTD | -21.3% | +9.1% | -30.4% | -24.5% |
| 1Y | -45.4% | +10.6% | -55.9% | -48.0% |
| 3Y | -48.9% | +48.5% | -97.4% | -58.3% |
| 5Y | -61.0% | +39.9% | -100.9% | -67.6% |
| All | +49.5% | +154.2% | -104.6% | +16.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling