+66.4%
AEP vs FOXA
+90.4%
-24.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.0% | -1.1% |
| 7D | -1.0% | -3.7% | +2.7% | -0.7% |
| 30D | -0.1% | +5.4% | -5.4% | -0.5% |
| 3M | -3.2% | -3.7% | +0.5% | -3.0% |
| 6M | -5.3% | +12.6% | -17.9% | -6.7% |
| YTD | +9.5% | -10.0% | +19.5% | +10.7% |
| 1Y | +17.5% | +15.0% | +2.5% | +14.8% |
| 3Y | +77.0% | +115.1% | -38.1% | +53.6% |
| 5Y | +66.4% | +93.0% | -26.6% | +46.1% |
| All | +66.4% | +90.4% | -24.0% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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