+205.1%
AEP vs FDX
+156.7%
+48.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +1.0% |
| 7D | +0.7% | -2.1% | +2.8% | +1.0% |
| 30D | +4.8% | +10.4% | -5.6% | +3.6% |
| 3M | +5.4% | +0.5% | +4.9% | +5.2% |
| 6M | +0.4% | +6.5% | -6.1% | -0.5% |
| YTD | +15.5% | +40.2% | -24.7% | +10.8% |
| 1Y | +8.5% | +52.1% | -43.6% | +3.1% |
| 3Y | +84.6% | +72.8% | +11.8% | +70.5% |
| 5Y | +86.9% | +76.3% | +10.6% | +69.3% |
| 10Y | +205.1% | +155.7% | +49.4% | +146.7% |
| All | +205.1% | +156.7% | +48.4% | +146.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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