+205.1%
AEP vs FDS
+132.8%
+72.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.7% | -1.7% | +0.6% |
| 7D | +0.7% | -2.1% | +2.9% | +1.1% |
| 30D | +4.8% | +16.0% | -11.2% | +1.7% |
| 3M | +5.4% | +18.8% | -13.4% | +1.4% |
| 6M | +0.4% | +54.1% | -53.7% | -9.4% |
| YTD | +15.5% | +17.0% | -1.5% | +10.3% |
| 1Y | +8.5% | +25.5% | -17.0% | +1.4% |
| 3Y | +84.6% | -23.3% | +107.9% | +94.9% |
| 5Y | +86.9% | -22.6% | +109.5% | +94.2% |
| 10Y | +205.1% | +130.2% | +74.9% | +148.3% |
| All | +205.1% | +132.8% | +72.4% | +148.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling