+281.9%
AEP vs FIVN
+282.0%
-0.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | -0.5% |
| 7D | +0.9% | -9.6% | +10.5% | +1.1% |
| 30D | +1.5% | -11.9% | +13.4% | +1.7% |
| 3M | -1.7% | +40.1% | -41.8% | -2.4% |
| 6M | -4.0% | +68.3% | -72.4% | -5.3% |
| YTD | +10.6% | +51.5% | -40.9% | +9.3% |
| 1Y | +18.6% | +15.1% | +3.5% | +18.0% |
| 3Y | +78.7% | -55.6% | +134.3% | +81.9% |
| 5Y | +65.1% | -82.4% | +147.5% | +70.8% |
| 10Y | +177.7% | +114.5% | +63.3% | +170.3% |
| All | +281.9% | +282.0% | -0.1% | +270.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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