+16.9%
AEP vs FIGR
-3.1%
+20.1%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.5% | -0.2% |
| 7D | -0.9% | -3.0% | +2.1% | -1.0% |
| 30D | -1.1% | +13.7% | -14.7% | -0.8% |
| 3M | -3.3% | +23.9% | -27.1% | -2.9% |
| 6M | -4.6% | -8.4% | +3.8% | -4.6% |
| YTD | +9.4% | -14.6% | +24.0% | +10.1% |
| 1Y | +16.9% | +12.1% | +4.8% | +20.0% |
| All | +16.9% | -3.1% | +20.1% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 1y: compounded portfolio wealth divided by compounded FIGR 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…
1y analysis · Full analysis span regression · 6 months rolling