-30.7%
FSLY vs AEE
+91.7%
-122.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.1% | -4.4% | -3.6% |
| 7D | +4.9% | +1.7% | +3.2% | +4.4% |
| 30D | -33.5% | +9.7% | -43.3% | -35.1% |
| 3M | -44.6% | +5.9% | -50.6% | -45.6% |
| 6M | -9.2% | +6.7% | -15.9% | -11.4% |
| YTD | +63.3% | +17.4% | +45.9% | +55.4% |
| 1Y | +45.3% | +12.7% | +32.6% | +39.7% |
| 3Y | +3.7% | +68.2% | -64.5% | -11.3% |
| 5Y | -67.2% | +57.3% | -124.5% | -71.7% |
| All | -30.7% | +91.7% | -122.4% | -38.2% |
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 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