+853.8%
AEP vs FE
+556.6%
+297.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.7% |
| 7D | -2.8% | -1.0% | -1.8% | -2.2% |
| 30D | +3.6% | +4.1% | -0.5% | +1.1% |
| 3M | +1.8% | -1.0% | +2.8% | +2.4% |
| 6M | -3.1% | +4.0% | -7.1% | -5.4% |
| YTD | +12.2% | +6.8% | +5.4% | +7.7% |
| 1Y | +9.1% | +5.3% | +3.9% | +5.7% |
| 3Y | +77.9% | +44.6% | +33.3% | +41.2% |
| 5Y | +78.1% | +44.2% | +33.9% | +41.5% |
| 10Y | +187.8% | +107.3% | +80.5% | +66.8% |
| All | +853.8% | +556.6% | +297.1% | +105.0% |
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 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