+169.3%
AEP vs FE
+113.1%
+56.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.1% |
| 7D | +2.0% | +0.6% | +1.4% | +1.6% |
| 30D | +0.5% | -2.1% | +2.7% | +1.7% |
| 3M | -0.3% | +2.6% | -2.9% | -1.7% |
| 6M | -3.5% | -6.8% | +3.3% | +0.3% |
| YTD | +11.3% | +6.9% | +4.4% | +7.3% |
| 1Y | +20.2% | +11.6% | +8.7% | +13.2% |
| 3Y | +79.8% | +47.7% | +32.1% | +45.2% |
| 5Y | +65.6% | +46.2% | +19.4% | +35.0% |
| 10Y | +169.3% | +109.2% | +60.1% | +81.0% |
| All | +169.3% | +113.1% | +56.2% | +81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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