+211.7%
AEP vs FITB
+212.2%
-0.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | 0.0% |
| 7D | +2.9% | +2.8% | +0.1% | +2.5% |
| 30D | +3.2% | +9.8% | -6.6% | +1.8% |
| 3M | +3.8% | -5.2% | +9.0% | +4.5% |
| 6M | +2.5% | +17.3% | -14.8% | +0.1% |
| YTD | +15.5% | +19.3% | -3.8% | +12.2% |
| 1Y | +9.6% | +32.7% | -23.1% | +4.7% |
| 3Y | +91.2% | +141.6% | -50.4% | +64.7% |
| 5Y | +88.2% | +48.9% | +39.3% | +71.4% |
| All | +211.7% | +212.2% | -0.5% | +141.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 10y: compounded portfolio wealth divided by compounded FITB 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…
10y analysis · Full analysis span regression · 6 months rolling