-63.3%
FND vs AEE
+56.4%
-119.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.8% |
| 7D | -6.8% | +1.7% | -8.5% | -7.7% |
| 30D | +8.0% | +9.7% | -1.8% | +3.2% |
| 3M | -18.9% | +5.9% | -24.9% | -21.2% |
| 6M | +4.7% | +6.7% | -2.0% | +1.5% |
| YTD | -21.6% | +17.4% | -38.9% | -27.3% |
| 1Y | -22.0% | +12.7% | -34.7% | -26.4% |
| 3Y | -40.4% | +68.2% | -108.7% | -54.5% |
| All | -63.3% | +56.4% | -119.7% | -70.9% |
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