+453.5%
FSLR vs AEE
+191.3%
+262.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.3% |
| 7D | -0.1% | -0.7% | +0.6% | 0.0% |
| 30D | -14.0% | -2.0% | -12.0% | -13.6% |
| 3M | -16.9% | -2.8% | -14.1% | -16.6% |
| 6M | +4.7% | -3.6% | +8.3% | +5.2% |
| YTD | -20.7% | +7.3% | -28.0% | -22.5% |
| 1Y | +1.7% | +8.7% | -7.0% | -1.1% |
| 3Y | +13.1% | +46.0% | -32.9% | +0.1% |
| 5Y | +108.4% | +39.8% | +68.6% | +85.9% |
| All | +453.5% | +191.3% | +262.2% | +296.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling