+1,019.1%
AEP vs FDS
+9,502.8%
-8,483.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.3% | +0.4% |
| 7D | +1.8% | -1.9% | +3.7% | +2.1% |
| 30D | -0.8% | +9.0% | -9.8% | -2.3% |
| 3M | -1.8% | +18.9% | -20.7% | -5.0% |
| 6M | -5.4% | +35.1% | -40.5% | -11.0% |
| YTD | +10.4% | +5.5% | +4.9% | +7.8% |
| 1Y | +18.2% | -16.8% | +35.0% | +19.5% |
| 3Y | +79.0% | -28.1% | +107.0% | +84.6% |
| 5Y | +64.8% | -17.4% | +82.3% | +65.1% |
| 10Y | +170.8% | +85.4% | +85.4% | +134.5% |
| All | +1,019.1% | +9,502.8% | -8,483.7% | +561.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling