-22.6%
FPS vs AEE
+9.6%
-32.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +2.5% | -19.8% | -15.8% |
| 7D | -23.3% | +4.7% | -28.0% | -21.1% |
| 30D | -42.4% | +13.4% | -55.8% | -39.5% |
| 3M | -43.0% | +4.1% | -47.1% | -41.4% |
| 6M | -44.5% | +2.0% | -46.5% | -42.3% |
| All | -22.6% | +9.6% | -32.2% | -21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling