+86.2%
AEP vs FN
+169.4%
-83.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.3% | +7.5% | +0.2% |
| 7D | +2.9% | +0.3% | +2.6% | +2.9% |
| 30D | +3.2% | -16.5% | +19.7% | +3.3% |
| 3M | +3.8% | -42.1% | +45.9% | +4.0% |
| 6M | +2.5% | -52.9% | +55.4% | +2.8% |
| YTD | +15.5% | -28.0% | +43.4% | +15.4% |
| 1Y | +9.6% | -18.5% | +28.1% | +9.4% |
| 3Y | +91.2% | +93.9% | -2.7% | +83.3% |
| All | +86.2% | +169.4% | -83.2% | +69.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling