+194.6%
AEP vs FN
+837.6%
-643.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +11.9% | -10.4% | +1.2% |
| 7D | -1.5% | +16.3% | -17.8% | -1.9% |
| 30D | +4.5% | -24.7% | +29.2% | +5.0% |
| 3M | +2.8% | -34.9% | +37.8% | +3.6% |
| 6M | -0.7% | -41.1% | +40.4% | +0.1% |
| YTD | +13.8% | -19.6% | +33.5% | +13.4% |
| 1Y | +9.0% | -18.5% | +27.5% | +8.4% |
| 3Y | +83.0% | +119.1% | -36.1% | +72.6% |
| 5Y | +83.3% | +206.9% | -123.7% | +67.3% |
| 10Y | +194.6% | +826.4% | -631.8% | +163.4% |
| All | +194.6% | +837.6% | -643.0% | +163.4% |
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