+65.6%
AEP vs FFIV
+92.2%
-26.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +1.0% | +0.8% |
| 7D | +2.0% | -1.5% | +3.5% | +2.1% |
| 30D | +0.5% | -2.7% | +3.2% | +0.6% |
| 3M | -0.3% | -1.7% | +1.3% | -0.4% |
| 6M | -3.5% | +36.1% | -39.6% | -5.6% |
| YTD | +11.3% | +52.6% | -41.4% | +7.6% |
| 1Y | +20.2% | +21.5% | -1.3% | +18.6% |
| 3Y | +79.8% | +142.7% | -62.9% | +57.5% |
| 5Y | +65.6% | +92.6% | -27.0% | +44.9% |
| All | +65.6% | +92.2% | -26.6% | +44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling