+154.7%
AEP vs FND
+66.0%
+88.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.3% |
| 7D | +1.8% | -5.2% | +7.0% | +2.2% |
| 30D | -0.8% | -19.9% | +19.1% | +0.9% |
| 3M | -1.8% | +2.7% | -4.6% | -2.3% |
| 6M | -5.4% | -21.7% | +16.3% | -4.0% |
| YTD | +10.4% | -17.5% | +28.0% | +11.4% |
| 1Y | +18.2% | -39.3% | +57.5% | +21.8% |
| 3Y | +79.0% | -49.8% | +128.7% | +85.0% |
| 5Y | +64.8% | -60.1% | +124.9% | +69.8% |
| All | +154.7% | +66.0% | +88.6% | +131.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling