+8.5%
AEP vs FN
-19.6%
+28.1%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.9% | -4.8% | +1.0% |
| 7D | +0.7% | +8.0% | -7.3% | +0.7% |
| 30D | +4.8% | -19.1% | +23.9% | +5.0% |
| 3M | +5.4% | -29.8% | +35.2% | +5.6% |
| 6M | +0.4% | -43.2% | +43.6% | +0.9% |
| YTD | +15.5% | -18.9% | +34.4% | +13.8% |
| 1Y | +8.5% | -17.9% | +26.4% | +6.0% |
| All | +8.5% | -19.6% | +28.1% | +6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling