+86.2%
AEP vs FLR
+112.0%
-25.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.2% |
| 7D | +2.9% | +5.4% | -2.5% | +2.7% |
| 30D | +3.2% | +2.8% | +0.4% | +3.1% |
| 3M | +3.8% | -6.4% | +10.2% | +4.0% |
| 6M | +2.5% | +8.8% | -6.3% | +2.2% |
| YTD | +15.5% | +23.6% | -8.1% | +14.5% |
| 1Y | +9.6% | +13.8% | -4.2% | +8.9% |
| 3Y | +91.2% | +36.5% | +54.7% | +82.7% |
| All | +86.2% | +112.0% | -25.8% | +70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling