+705.0%
AEP vs FLR
+603.8%
+101.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.2% | +0.1% |
| 7D | +1.8% | +5.4% | -3.6% | +1.3% |
| 30D | -0.8% | +11.4% | -12.2% | -2.1% |
| 3M | -1.8% | +11.4% | -13.2% | -3.3% |
| 6M | -5.4% | +16.6% | -22.0% | -7.5% |
| YTD | +10.4% | +41.7% | -31.3% | +5.6% |
| 1Y | +18.2% | +35.4% | -17.3% | +13.2% |
| 3Y | +79.0% | +57.3% | +21.6% | +64.1% |
| 5Y | +64.8% | +241.0% | -176.1% | +35.8% |
| 10Y | +170.8% | +16.6% | +154.2% | +137.8% |
| All | +705.0% | +603.8% | +101.2% | +336.6% |
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 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