-14.2%
FSLY vs AEE
+76.6%
-90.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | -10.6% | +0.3% | -11.0% | -10.7% |
| 30D | -20.9% | -2.3% | -18.6% | -20.5% |
| 3M | +3.4% | +0.2% | +3.2% | +2.7% |
| 6M | +2.7% | -4.7% | +7.5% | +3.4% |
| YTD | +102.3% | +8.1% | +94.2% | +96.9% |
| 1Y | +182.1% | +8.5% | +173.5% | +174.2% |
| 3Y | -14.6% | +48.9% | -63.5% | -24.4% |
| 5Y | -55.9% | +39.9% | -95.8% | -60.7% |
| All | -14.2% | +76.6% | -90.8% | -21.6% |
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