+211.7%
AEP vs FFIV
+118.6%
+93.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.4% |
| 7D | +2.9% | -0.5% | +3.4% | +2.9% |
| 30D | +3.2% | -32.4% | +35.6% | +6.3% |
| 3M | +3.8% | -25.7% | +29.5% | +6.0% |
| 6M | +2.5% | -13.5% | +16.0% | +3.0% |
| YTD | +15.5% | +21.1% | -5.6% | +11.9% |
| 1Y | +9.6% | +29.4% | -19.8% | +5.4% |
| 3Y | +91.2% | +94.9% | -3.7% | +70.4% |
| 5Y | +88.2% | +34.7% | +53.5% | +73.4% |
| All | +211.7% | +118.6% | +93.1% | +158.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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