+80.5%
AEP vs FN
+170.4%
-89.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +11.7% | -11.8% | -0.2% |
| 7D | -2.8% | 0.0% | -2.8% | -2.8% |
| 30D | +3.6% | -34.3% | +38.0% | +3.8% |
| 3M | +1.8% | -39.9% | +41.6% | +2.0% |
| 6M | -3.1% | -51.8% | +48.7% | -2.9% |
| YTD | +12.2% | -28.1% | +40.4% | +12.2% |
| 1Y | +9.1% | -29.1% | +38.2% | +9.0% |
| 3Y | +77.9% | +102.4% | -24.5% | +70.3% |
| All | +80.5% | +170.4% | -89.8% | +63.3% |
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