-3.2%
FSLY vs AEE
+48.1%
-51.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.1% | +5.8% |
| 7D | +11.2% | +1.1% | +10.1% | +11.0% |
| 30D | -18.2% | 0.0% | -18.2% | -18.2% |
| 3M | +21.9% | -0.9% | +22.8% | +21.4% |
| 6M | +4.0% | -2.4% | +6.4% | +3.7% |
| YTD | +123.1% | +8.6% | +114.4% | +117.2% |
| 1Y | +196.9% | +10.2% | +186.7% | +188.4% |
| All | -3.2% | +48.1% | -51.4% | -11.4% |
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 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