+205.1%
AEP vs FN
+850.1%
-644.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.9% | -4.8% | +1.0% |
| 7D | +0.7% | +8.0% | -7.3% | +0.5% |
| 30D | +4.8% | -19.1% | +23.9% | +5.2% |
| 3M | +5.4% | -29.8% | +35.2% | +5.9% |
| 6M | +0.4% | -43.2% | +43.6% | +1.2% |
| YTD | +15.5% | -18.9% | +34.4% | +15.1% |
| 1Y | +8.5% | -17.9% | +26.4% | +8.0% |
| 3Y | +84.6% | +120.1% | -35.5% | +74.2% |
| 5Y | +86.9% | +206.7% | -119.8% | +70.8% |
| 10Y | +205.1% | +804.7% | -599.5% | +175.3% |
| All | +205.1% | +850.1% | -644.9% | +175.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling