+20.2%
AEP vs FE
+11.0%
+9.2%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.2% |
| 7D | +2.0% | +0.6% | +1.4% | +1.5% |
| 30D | +0.5% | -2.1% | +2.7% | +2.2% |
| 3M | -0.3% | +2.6% | -2.9% | -2.0% |
| 6M | -3.5% | -6.8% | +3.3% | +1.5% |
| YTD | +11.3% | +6.9% | +4.4% | +6.3% |
| 1Y | +20.2% | +11.6% | +8.7% | +12.5% |
| All | +20.2% | +11.0% | +9.2% | +12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling