+170.5%
AEP vs FLR
+19.7%
+150.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.1% |
| 7D | -0.9% | -3.5% | +2.6% | -0.9% |
| 30D | -1.1% | +4.2% | -5.2% | -1.1% |
| 3M | -3.3% | +8.1% | -11.4% | -3.4% |
| 6M | -4.6% | +21.5% | -26.2% | -5.0% |
| YTD | +9.4% | +36.8% | -27.4% | +8.8% |
| 1Y | +16.9% | +31.2% | -14.3% | +16.4% |
| 3Y | +76.6% | +53.9% | +22.7% | +74.4% |
| 5Y | +66.2% | +243.0% | -176.8% | +62.3% |
| All | +170.5% | +19.7% | +150.8% | +172.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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