+86.9%
AEP vs FN
+212.0%
-125.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.9% |
| 3M | +5.4% | -29.8% | +35.2% | +5.5% |
| 6M | +0.4% | -43.2% | +43.6% | +0.6% |
| YTD | +15.5% | -18.9% | +34.4% | +15.3% |
| 1Y | +8.5% | -17.9% | +26.4% | +8.3% |
| 3Y | +84.6% | +120.1% | -35.5% | +76.9% |
| 5Y | +86.9% | +206.7% | -119.8% | +69.5% |
| All | +86.9% | +212.0% | -125.1% | +69.5% |
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