-75.0%
FRSH vs AEE
+45.8%
-120.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -6.6% | -0.8% | -5.8% | -6.5% |
| 30D | +2.1% | -2.9% | +5.0% | +2.3% |
| 3M | +29.0% | -2.4% | +31.4% | +29.1% |
| 6M | +48.6% | -2.7% | +51.3% | +48.7% |
| YTD | -2.9% | +7.3% | -10.2% | -4.3% |
| 1Y | -7.9% | +7.5% | -15.5% | -9.3% |
| 3Y | -46.5% | +46.2% | -92.7% | -51.2% |
| All | -75.0% | +45.8% | -120.7% | -76.1% |
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