+6.7%
AEP vs FN
-24.2%
+30.9%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.8% | +4.4% | -0.3% |
| 7D | -1.6% | -4.1% | +2.5% | -1.6% |
| 30D | +4.1% | -28.3% | +32.4% | +4.5% |
| 3M | +4.1% | -33.9% | +37.9% | +4.4% |
| 6M | -1.0% | -43.9% | +42.9% | -0.6% |
| YTD | +13.4% | -23.4% | +36.9% | +11.8% |
| 1Y | +6.7% | -25.4% | +32.1% | +4.6% |
| All | +6.7% | -24.2% | +30.9% | +4.6% |
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 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