+2,214.6%
AEP vs FAST
+71,032.6%
-68,817.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -0.9% | -0.3% |
| 7D | +1.8% | -0.4% | +2.2% | +1.8% |
| 30D | -0.8% | -0.8% | 0.0% | -0.7% |
| 3M | -1.8% | +5.8% | -7.6% | -2.8% |
| 6M | -5.4% | +8.0% | -13.3% | -6.7% |
| YTD | +10.4% | +25.6% | -15.2% | +6.3% |
| 1Y | +18.2% | +0.8% | +17.3% | +17.4% |
| 3Y | +79.0% | +86.1% | -7.2% | +60.6% |
| 5Y | +64.8% | +100.2% | -35.4% | +45.7% |
| 10Y | +170.8% | +494.2% | -323.3% | +101.0% |
| All | +2,214.6% | +71,032.6% | -68,817.9% | +967.7% |
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 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