+167.6%
AEP vs FN
+900.0%
-732.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.3% | -0.2% |
| 7D | +1.8% | -1.7% | +3.5% | +1.8% |
| 30D | -0.8% | -22.0% | +21.2% | -0.3% |
| 3M | -1.8% | -43.0% | +41.2% | -0.7% |
| 6M | -5.4% | -27.7% | +22.4% | -5.1% |
| YTD | +10.4% | -10.5% | +21.0% | +9.9% |
| 1Y | +18.2% | +12.5% | +5.7% | +16.6% |
| 3Y | +79.0% | +153.8% | -74.8% | +67.2% |
| 5Y | +64.8% | +288.0% | -223.2% | +48.0% |
| All | +167.6% | +900.0% | -732.4% | +128.6% |
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