+83.0%
AEP vs FN
+112.9%
-29.9%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +11.9% | -10.4% | +1.6% |
| 7D | -1.5% | +16.3% | -17.8% | -1.2% |
| 30D | +4.5% | -24.7% | +29.2% | +4.1% |
| 3M | +2.8% | -34.9% | +37.8% | +2.2% |
| 6M | -0.7% | -41.1% | +40.4% | -1.3% |
| YTD | +13.8% | -19.6% | +33.5% | +14.3% |
| 1Y | +9.0% | -18.5% | +27.5% | +9.6% |
| 3Y | +83.0% | +119.1% | -36.1% | +82.2% |
| All | +83.0% | +112.9% | -29.9% | +82.2% |
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