+301.5%
FWONK vs AEE
+286.0%
+15.5%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +0.1% | -0.8% | +0.9% | +0.3% |
| 30D | -7.7% | -2.9% | -4.8% | -6.9% |
| 3M | +5.7% | -2.4% | +8.1% | +6.3% |
| 6M | +13.5% | -2.7% | +16.2% | +14.1% |
| YTD | -3.0% | +7.3% | -10.2% | -5.6% |
| 1Y | -6.4% | +7.5% | -14.0% | -9.2% |
| 3Y | +43.8% | +46.2% | -2.4% | +24.0% |
| 5Y | +98.6% | +39.7% | +58.9% | +72.3% |
| 10Y | +340.0% | +191.3% | +148.7% | +228.3% |
| All | +301.5% | +286.0% | +15.5% | +182.0% |
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