+66.0%
AEP vs FGI
-70.4%
+136.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.5% | -7.7% | -0.2% |
| 7D | +1.8% | +0.5% | +1.2% | +1.8% |
| 30D | -0.8% | +65.4% | -66.2% | -0.7% |
| 3M | -1.8% | +23.5% | -25.3% | -1.8% |
| 6M | -5.4% | +60.5% | -65.9% | -5.1% |
| YTD | +10.4% | +30.0% | -19.6% | +10.6% |
| 1Y | +18.2% | +82.1% | -63.9% | +19.1% |
| 3Y | +79.0% | -4.4% | +83.3% | +80.8% |
| All | +66.0% | -70.4% | +136.3% | +66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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