+2,252.4%
AEP vs FAST
+76,279.5%
-74,027.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -2.8% | +2.1% | -4.9% | -3.1% |
| 30D | +3.6% | +6.9% | -3.2% | +2.6% |
| 3M | +1.8% | +4.8% | -3.1% | +1.0% |
| 6M | -3.1% | +19.8% | -22.9% | -5.9% |
| YTD | +12.2% | +34.9% | -22.6% | +6.8% |
| 1Y | +9.1% | +32.8% | -23.6% | +4.1% |
| 3Y | +77.9% | +93.7% | -15.8% | +58.8% |
| 5Y | +78.1% | +105.3% | -27.2% | +56.8% |
| 10Y | +187.8% | +595.4% | -407.6% | +108.7% |
| All | +2,252.4% | +76,279.5% | -74,027.1% | +973.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling