+17.5%
AEP vs FDX
+73.7%
-56.2%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.0% |
| 7D | -1.0% | -3.9% | +2.9% | -0.8% |
| 30D | -0.1% | -3.3% | +3.2% | 0.0% |
| 3M | -3.2% | -2.0% | -1.2% | -3.2% |
| 6M | -5.3% | +8.0% | -13.3% | -5.3% |
| YTD | +9.5% | +35.0% | -25.5% | +10.5% |
| 1Y | +17.5% | +73.7% | -56.2% | +21.0% |
| All | +17.5% | +73.7% | -56.2% | +21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling