+65.6%
AEP vs FDX
+63.0%
+2.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.3% | +0.9% |
| 7D | +2.0% | -3.3% | +5.3% | +2.2% |
| 30D | +0.5% | -1.4% | +1.9% | +0.6% |
| 3M | -0.3% | -4.5% | +4.2% | -0.1% |
| 6M | -3.5% | +9.4% | -12.9% | -4.2% |
| YTD | +11.3% | +36.0% | -24.7% | +8.7% |
| 1Y | +20.2% | +75.5% | -55.3% | +15.3% |
| 3Y | +79.8% | +62.8% | +17.0% | +71.7% |
| 5Y | +65.6% | +64.4% | +1.2% | +51.9% |
| All | +65.6% | +63.0% | +2.6% | +51.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling