-15.3%
FPS vs AEE
+9.8%
-25.0%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.4% | -0.4% | +14.7% | +14.2% |
| 7D | +9.5% | +0.2% | +9.3% | +9.5% |
| 30D | -33.8% | +9.7% | -43.5% | -30.8% |
| 3M | -34.9% | +5.8% | -40.7% | -32.6% |
| 6M | -42.9% | +4.5% | -47.3% | -40.9% |
| All | -15.3% | +9.8% | -25.0% | -13.9% |
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 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