-63.3%
FND vs AEE
+38.5%
-101.9%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -0.9% |
| 7D | -5.1% | -0.7% | -4.4% | -4.8% |
| 30D | -22.5% | -2.0% | -20.6% | -21.8% |
| 3M | -5.0% | -2.8% | -2.2% | -3.6% |
| 6M | -21.5% | -3.6% | -18.0% | -20.1% |
| YTD | -23.0% | +7.3% | -30.3% | -25.4% |
| 1Y | -44.9% | +8.7% | -53.6% | -47.0% |
| 3Y | -50.0% | +46.0% | -96.0% | -58.8% |
| 5Y | -63.3% | +39.8% | -103.1% | -68.5% |
| All | -63.3% | +38.5% | -101.9% | -68.5% |
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