+610.2%
AEP vs FN
+2,575.5%
-1,965.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -14.2% | +12.3% | -1.5% |
| 7D | -2.0% | -16.0% | +14.0% | -1.5% |
| 30D | +4.2% | -40.1% | +44.3% | +5.7% |
| 3M | +1.0% | -43.9% | +44.9% | +2.5% |
| 6M | -6.1% | -55.6% | +49.5% | -4.3% |
| YTD | +12.5% | -35.7% | +48.1% | +12.8% |
| 1Y | +9.1% | -39.8% | +49.0% | +9.6% |
| 3Y | +77.2% | +80.3% | -3.1% | +67.4% |
| 5Y | +78.4% | +143.3% | -64.8% | +64.4% |
| 10Y | +188.3% | +682.3% | -494.0% | +149.3% |
| All | +610.2% | +2,575.5% | -1,965.3% | +492.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling