-75.0%
FRSH vs AEE
+45.8%
-120.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.4% |
| 7D | -11.2% | -0.7% | -10.5% | -11.1% |
| 30D | -0.8% | -2.0% | +1.1% | -0.7% |
| 3M | +26.4% | -2.8% | +29.2% | +26.6% |
| 6M | +48.4% | -3.6% | +52.0% | +48.6% |
| YTD | -3.1% | +7.3% | -10.4% | -4.5% |
| 1Y | -8.7% | +8.7% | -17.4% | -10.3% |
| 3Y | -45.8% | +46.0% | -91.8% | -50.6% |
| All | -75.0% | +45.8% | -120.9% | -76.2% |
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