+2,214.6%
AEP vs FITB
+2,855.6%
-641.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | +1.8% | +0.6% | +1.2% | +1.7% |
| 30D | -0.8% | -4.7% | +3.9% | -0.3% |
| 3M | -1.8% | +6.7% | -8.5% | -2.6% |
| 6M | -5.4% | +12.6% | -17.9% | -6.8% |
| YTD | +10.4% | +19.1% | -8.7% | +7.9% |
| 1Y | +18.2% | +22.6% | -4.5% | +14.9% |
| 3Y | +79.0% | +127.1% | -48.2% | +60.3% |
| 5Y | +64.8% | +71.8% | -7.0% | +50.6% |
| 10Y | +170.8% | +287.2% | -116.3% | +115.9% |
| All | +2,214.6% | +2,855.6% | -641.0% | +1,102.0% |
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