+165.7%
AEP vs FND
+61.4%
+104.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.4% | +4.1% | +0.1% |
| 7D | +2.5% | -5.1% | +7.6% | +2.9% |
| 30D | +3.4% | +9.2% | -5.8% | +2.5% |
| 3M | +4.2% | -17.7% | +21.9% | +5.6% |
| 6M | -0.8% | +2.5% | -3.3% | -1.5% |
| YTD | +15.2% | -19.8% | +35.0% | +16.3% |
| 1Y | +8.3% | -22.7% | +31.0% | +9.5% |
| 3Y | +84.2% | -38.3% | +122.5% | +86.8% |
| 5Y | +87.8% | -63.0% | +150.8% | +94.7% |
| All | +165.7% | +61.4% | +104.3% | +142.1% |
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