+838.5%
AEP vs FE
+561.4%
+277.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.2% |
| 7D | +1.8% | +1.9% | -0.1% | +0.6% |
| 30D | -0.8% | -1.2% | +0.4% | -0.1% |
| 3M | -1.8% | +3.5% | -5.3% | -3.9% |
| 6M | -5.4% | -6.1% | +0.7% | -1.7% |
| YTD | +10.4% | +7.6% | +2.8% | +5.5% |
| 1Y | +18.2% | +11.9% | +6.2% | +10.2% |
| 3Y | +79.0% | +48.4% | +30.5% | +39.8% |
| 5Y | +64.8% | +44.8% | +20.0% | +30.5% |
| 10Y | +170.8% | +115.9% | +55.0% | +52.8% |
| All | +838.5% | +561.4% | +277.0% | +100.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling