+80.5%
AEP vs FAST
+103.6%
-23.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -2.8% | +2.1% | -4.9% | -3.3% |
| 30D | +3.6% | +6.9% | -3.2% | +2.1% |
| 3M | +1.8% | +4.8% | -3.1% | +0.6% |
| 6M | -3.1% | +19.8% | -22.9% | -7.2% |
| YTD | +12.2% | +34.9% | -22.6% | +4.1% |
| 1Y | +9.1% | +32.8% | -23.6% | +1.5% |
| 3Y | +77.9% | +93.7% | -15.8% | +44.3% |
| All | +80.5% | +103.6% | -23.1% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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