+363.6%
AEP vs FANG
+1,416.0%
-1,052.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.3% | -1.0% |
| 7D | -1.0% | +1.2% | -2.2% | -1.0% |
| 30D | -0.1% | +2.4% | -2.5% | -0.2% |
| 3M | -3.2% | +5.1% | -8.3% | -3.4% |
| 6M | -5.3% | +16.4% | -21.7% | -5.8% |
| YTD | +9.5% | +39.0% | -29.4% | +8.3% |
| 1Y | +17.5% | +50.6% | -33.1% | +15.8% |
| 3Y | +77.0% | +46.9% | +30.0% | +73.9% |
| 5Y | +66.4% | +238.2% | -171.9% | +59.3% |
| 10Y | +175.1% | +181.3% | -6.2% | +155.8% |
| All | +363.6% | +1,416.0% | -1,052.3% | +277.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling