+170.8%
AEP vs FDS
+66.9%
+104.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.8% | +4.9% | +0.2% |
| 7D | -1.0% | -16.0% | +15.0% | +2.4% |
| 30D | -0.1% | -6.7% | +6.6% | +1.1% |
| 3M | -3.2% | +6.0% | -9.2% | -5.0% |
| 6M | -5.3% | +25.1% | -30.4% | -11.3% |
| YTD | +9.5% | -8.1% | +17.7% | +9.9% |
| 1Y | +17.5% | -26.0% | +43.5% | +24.3% |
| 3Y | +77.0% | -36.4% | +113.4% | +93.0% |
| 5Y | +66.4% | -27.7% | +94.1% | +72.3% |
| All | +170.8% | +66.9% | +104.0% | +135.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FDS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling