+65.6%
AEP vs FDS
-20.4%
+86.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.3% | +5.0% | +1.2% |
| 7D | +2.0% | -5.4% | +7.4% | +2.6% |
| 30D | +0.5% | +1.6% | -1.1% | +0.2% |
| 3M | -0.3% | +17.7% | -18.1% | -2.5% |
| 6M | -3.5% | +29.1% | -32.5% | -7.2% |
| YTD | +11.3% | +1.0% | +10.3% | +11.5% |
| 1Y | +20.2% | -21.6% | +41.9% | +27.8% |
| 3Y | +79.8% | -30.1% | +109.9% | +94.3% |
| 5Y | +65.6% | -20.7% | +86.3% | +66.7% |
| All | +65.6% | -20.4% | +86.0% | +66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling