+726.4%
FSLR vs AEE
+337.2%
+389.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.5% |
| 7D | 0.0% | +0.3% | -0.3% | -0.2% |
| 30D | -13.7% | -2.3% | -11.4% | -12.7% |
| 3M | -35.1% | +0.2% | -35.3% | -35.7% |
| 6M | +3.6% | -4.7% | +8.4% | +5.2% |
| YTD | -21.7% | +8.1% | -29.8% | -25.8% |
| 1Y | +1.3% | +8.5% | -7.3% | -4.5% |
| 3Y | +9.7% | +48.9% | -39.2% | -15.6% |
| 5Y | +117.4% | +39.9% | +77.4% | +69.6% |
| 10Y | +435.5% | +186.5% | +249.0% | +128.1% |
| All | +726.4% | +337.2% | +389.2% | +154.9% |
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 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