+631.5%
FSLR vs AEE
+370.1%
+261.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.3% | -5.2% | -5.4% |
| 7D | -2.6% | +3.0% | -5.6% | -4.1% |
| 30D | +1.8% | +11.2% | -9.5% | -3.7% |
| 3M | -24.4% | +7.0% | -31.4% | -27.0% |
| 6M | -17.7% | +5.7% | -23.4% | -20.8% |
| YTD | -30.7% | +16.2% | -47.0% | -36.7% |
| 1Y | -33.6% | +12.0% | -45.7% | -38.2% |
| 3Y | +35.1% | +63.4% | -28.2% | -0.9% |
| 5Y | +63.1% | +56.0% | +7.0% | +20.5% |
| 10Y | +466.4% | +217.4% | +249.1% | +128.3% |
| All | +631.5% | +370.1% | +261.4% | +117.4% |
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