+67.6%
AEP vs FE
+45.0%
+22.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.3% |
| 7D | +1.8% | +1.9% | -0.1% | +0.3% |
| 30D | -0.8% | -1.2% | +0.4% | +0.1% |
| 3M | -1.8% | +3.5% | -5.3% | -4.3% |
| 6M | -5.4% | -6.1% | +0.7% | -1.0% |
| YTD | +10.4% | +7.6% | +2.8% | +4.4% |
| 1Y | +18.2% | +11.9% | +6.2% | +8.4% |
| 3Y | +79.0% | +48.4% | +30.5% | +30.5% |
| All | +67.6% | +45.0% | +22.6% | +23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling