+741.7%
AEP vs FLR
+513.8%
+227.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.3% |
| 7D | +2.9% | +5.4% | -2.5% | +2.3% |
| 30D | +3.2% | +2.8% | +0.4% | +2.8% |
| 3M | +3.8% | -6.4% | +10.2% | +4.3% |
| 6M | +2.5% | +8.8% | -6.3% | +1.0% |
| YTD | +15.5% | +23.6% | -8.1% | +11.7% |
| 1Y | +9.6% | +13.8% | -4.2% | +6.9% |
| 3Y | +91.2% | +36.5% | +54.7% | +77.7% |
| 5Y | +88.2% | +119.3% | -31.1% | +62.9% |
| 10Y | +205.1% | +8.0% | +197.1% | +168.9% |
| All | +741.7% | +513.8% | +227.8% | +361.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling