+170.5%
AEP vs FANG
+182.5%
-12.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -0.9% | +2.9% | -3.8% | -1.0% |
| 30D | -1.1% | +2.6% | -3.7% | -1.1% |
| 3M | -3.3% | +7.6% | -10.9% | -3.5% |
| 6M | -4.6% | +17.3% | -22.0% | -5.1% |
| YTD | +9.4% | +38.7% | -29.3% | +8.4% |
| 1Y | +16.9% | +51.6% | -34.7% | +15.5% |
| 3Y | +76.6% | +50.0% | +26.7% | +73.9% |
| 5Y | +66.2% | +237.6% | -171.4% | +60.8% |
| All | +170.5% | +182.5% | -12.0% | +153.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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