-50.2%
FSLY vs AEE
+39.2%
-89.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.1% | +5.8% |
| 7D | +11.2% | +1.1% | +10.1% | +10.9% |
| 30D | -18.2% | 0.0% | -18.2% | -18.2% |
| 3M | +21.9% | -0.9% | +22.8% | +21.5% |
| 6M | +4.0% | -2.4% | +6.4% | +3.9% |
| YTD | +123.1% | +8.6% | +114.4% | +117.4% |
| 1Y | +196.9% | +10.2% | +186.7% | +188.5% |
| 3Y | -1.3% | +47.8% | -49.1% | -9.8% |
| 5Y | -50.2% | +40.1% | -90.3% | -55.1% |
| All | -50.2% | +39.2% | -89.4% | -55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling