+173.4%
AEP vs FDS
+77.2%
+96.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | +0.1% |
| 7D | +0.9% | -8.8% | +9.7% | +2.7% |
| 30D | +1.5% | -1.4% | +2.9% | +1.6% |
| 3M | -1.7% | +13.9% | -15.6% | -4.9% |
| 6M | -4.0% | +27.4% | -31.4% | -10.3% |
| YTD | +10.6% | -2.5% | +13.1% | +9.7% |
| 1Y | +18.6% | -23.8% | +42.4% | +25.1% |
| 3Y | +78.7% | -32.5% | +111.2% | +92.6% |
| 5Y | +65.1% | -23.2% | +88.3% | +68.9% |
| All | +173.4% | +77.2% | +96.3% | +135.2% |
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