+891.4%
AEP vs FFIV
+6,144.1%
-5,252.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +1.0% |
| 7D | +0.7% | -2.9% | +3.7% | +0.8% |
| 30D | +4.8% | -32.4% | +37.2% | +6.2% |
| 3M | +5.4% | -22.7% | +28.1% | +6.2% |
| 6M | +0.4% | -10.7% | +11.1% | +0.6% |
| YTD | +15.5% | +25.4% | -9.9% | +14.2% |
| 1Y | +8.5% | +34.2% | -25.7% | +7.0% |
| 3Y | +84.6% | +101.2% | -16.6% | +78.5% |
| 5Y | +86.9% | +42.0% | +44.9% | +82.5% |
| 10Y | +205.1% | +126.7% | +78.4% | +191.4% |
| All | +891.4% | +6,144.1% | -5,252.7% | +880.1% |
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 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