+848.0%
AEP vs FFIV
+7,518.9%
-6,670.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | -0.2% |
| 7D | +1.8% | -1.0% | +2.7% | +1.8% |
| 30D | -0.8% | -5.1% | +4.3% | -0.6% |
| 3M | -1.8% | -4.5% | +2.6% | -1.7% |
| 6M | -5.4% | +36.5% | -41.8% | -6.5% |
| YTD | +10.4% | +53.0% | -42.5% | +8.5% |
| 1Y | +18.2% | +24.2% | -6.1% | +16.9% |
| 3Y | +79.0% | +137.2% | -58.3% | +72.3% |
| 5Y | +64.8% | +91.8% | -26.9% | +59.5% |
| 10Y | +170.8% | +215.2% | -44.3% | +156.1% |
| All | +848.0% | +7,518.9% | -6,670.9% | +831.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling