-5.3%
FSLY vs AEE
+75.3%
-80.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.3% |
| 7D | +7.5% | -0.7% | +8.2% | +7.7% |
| 30D | -21.1% | -2.0% | -19.1% | -20.7% |
| 3M | +21.8% | -2.8% | +24.6% | +22.2% |
| 6M | -0.1% | -3.6% | +3.4% | +0.2% |
| YTD | +123.1% | +7.3% | +115.8% | +117.6% |
| 1Y | +208.6% | +8.7% | +199.9% | +199.9% |
| 3Y | -1.3% | +46.0% | -47.3% | -12.1% |
| 5Y | -48.4% | +39.8% | -88.1% | -54.0% |
| All | -5.3% | +75.3% | -80.7% | -13.4% |
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 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