+76.8%
AEP vs FLR
+52.3%
+24.5%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.4% | -1.0% |
| 7D | -1.0% | -6.9% | +5.9% | -1.0% |
| 30D | -0.1% | +1.1% | -1.2% | -0.1% |
| 3M | -3.2% | +14.3% | -17.5% | -3.1% |
| 6M | -5.3% | +19.1% | -24.4% | -5.1% |
| YTD | +9.5% | +35.1% | -25.6% | +9.8% |
| 1Y | +17.5% | +29.5% | -12.0% | +17.8% |
| All | +76.8% | +52.3% | +24.5% | +62.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling