+65.1%
AEP vs FLR
+245.1%
-180.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.5% |
| 7D | +0.9% | -3.1% | +4.0% | +1.0% |
| 30D | +1.5% | +4.9% | -3.4% | +1.3% |
| 3M | -1.7% | +10.8% | -12.5% | -2.0% |
| 6M | -4.0% | +19.7% | -23.7% | -4.7% |
| YTD | +10.6% | +38.4% | -27.8% | +9.2% |
| 1Y | +18.6% | +34.7% | -16.1% | +17.1% |
| 3Y | +78.7% | +56.7% | +22.0% | +70.0% |
| 5Y | +65.1% | +241.6% | -176.5% | +46.7% |
| All | +65.1% | +245.1% | -180.0% | +46.7% |
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 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