+86.9%
AEP vs FITB
+48.8%
+38.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | +0.7% | -0.6% | +1.3% | +0.8% |
| 30D | +4.8% | +7.0% | -2.2% | +3.9% |
| 3M | +5.4% | -4.8% | +10.1% | +5.9% |
| 6M | +0.4% | +13.5% | -13.2% | -1.3% |
| YTD | +15.5% | +19.1% | -3.6% | +12.5% |
| 1Y | +8.5% | +30.8% | -22.2% | +4.4% |
| 3Y | +84.6% | +141.6% | -57.0% | +59.5% |
| 5Y | +86.9% | +48.3% | +38.6% | +68.8% |
| All | +86.9% | +48.8% | +38.1% | +68.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling