+170.8%
AEP vs FDX
+182.3%
-11.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.1% |
| 7D | -1.0% | -3.9% | +2.9% | -0.6% |
| 30D | -0.1% | -3.3% | +3.2% | +0.3% |
| 3M | -3.2% | -2.0% | -1.2% | -3.1% |
| 6M | -5.3% | +8.0% | -13.3% | -6.4% |
| YTD | +9.5% | +35.0% | -25.5% | +5.5% |
| 1Y | +17.5% | +73.7% | -56.2% | +9.9% |
| 3Y | +77.0% | +61.6% | +15.4% | +64.6% |
| 5Y | +66.4% | +65.4% | +1.0% | +51.7% |
| All | +170.8% | +182.3% | -11.5% | +98.5% |
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