+67.2%
AEP vs FND
-63.3%
+130.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.2% |
| 7D | -0.9% | -5.8% | +4.8% | -0.5% |
| 30D | -1.1% | -20.2% | +19.2% | +0.5% |
| 3M | -3.3% | -12.0% | +8.7% | -2.6% |
| 6M | -4.6% | -18.5% | +13.9% | -3.7% |
| YTD | +9.4% | -22.3% | +31.7% | +10.6% |
| 1Y | +16.9% | -47.6% | +64.6% | +21.7% |
| 3Y | +76.6% | -49.8% | +126.4% | +82.0% |
| All | +67.2% | -63.3% | +130.5% | +63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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