+16.4%
FSLR vs AEE
+49.7%
-33.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.0% | +3.3% | +4.3% |
| 7D | +6.8% | +1.3% | +5.5% | +6.9% |
| 30D | -14.7% | -1.2% | -13.5% | -14.7% |
| 3M | -22.6% | +1.0% | -23.6% | -22.7% |
| 6M | +12.7% | -2.3% | +15.0% | +12.7% |
| YTD | -18.4% | +9.1% | -27.5% | -18.7% |
| 1Y | +4.9% | +10.6% | -5.6% | +4.5% |
| 3Y | +16.4% | +48.5% | -32.1% | +5.1% |
| All | +16.4% | +49.7% | -33.3% | +5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling