+49.5%
FND vs AEE
+152.4%
-102.9%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.2% | -4.8% | -4.7% |
| 7D | +0.4% | +0.6% | -0.2% | +0.1% |
| 30D | -23.6% | -1.9% | -21.6% | -22.8% |
| 3M | +4.3% | +0.3% | +4.0% | +4.3% |
| 6M | -20.3% | -3.0% | -17.3% | -19.1% |
| YTD | -21.3% | +8.4% | -29.7% | -24.2% |
| 1Y | -45.4% | +9.8% | -55.2% | -47.8% |
| 3Y | -48.9% | +47.4% | -96.3% | -58.2% |
| 5Y | -61.0% | +38.9% | -99.9% | -67.4% |
| All | +49.5% | +152.4% | -102.9% | +17.2% |
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 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