+2,314.9%
AEP vs FITB
+2,827.5%
-512.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.1% |
| 7D | +2.5% | +0.8% | +1.6% | +2.4% |
| 30D | +3.4% | +7.3% | -4.0% | +2.5% |
| 3M | +4.2% | -6.3% | +10.5% | +5.0% |
| 6M | -0.8% | +12.6% | -13.4% | -2.3% |
| YTD | +15.2% | +18.0% | -2.8% | +12.7% |
| 1Y | +8.3% | +28.9% | -20.6% | +4.7% |
| 3Y | +84.2% | +139.4% | -55.2% | +64.1% |
| 5Y | +87.8% | +47.2% | +40.6% | +74.9% |
| 10Y | +204.4% | +213.0% | -8.6% | +148.8% |
| All | +2,314.9% | +2,827.5% | -512.6% | +1,155.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling