+79.4%
AEP vs FN
+166.1%
-86.7%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.3% | -0.1% |
| 7D | +1.8% | -1.7% | +3.5% | +1.8% |
| 30D | -0.8% | -22.0% | +21.2% | -1.2% |
| 3M | -1.8% | -43.0% | +41.2% | -2.8% |
| 6M | -5.4% | -27.7% | +22.4% | -5.6% |
| YTD | +10.4% | -10.5% | +21.0% | +11.0% |
| 1Y | +18.2% | +12.5% | +5.7% | +20.1% |
| All | +79.4% | +166.1% | -86.7% | +87.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling