+95.9%
AEP vs FOXA
+90.3%
+5.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | +2.0% | -0.6% | +2.6% | +2.1% |
| 30D | +0.5% | +2.3% | -1.8% | +0.1% |
| 3M | -0.3% | -2.8% | +2.5% | -0.3% |
| 6M | -3.5% | +9.6% | -13.1% | -5.7% |
| YTD | +11.3% | -9.9% | +21.2% | +12.4% |
| 1Y | +20.2% | +5.4% | +14.9% | +17.6% |
| 3Y | +79.8% | +115.3% | -35.5% | +49.6% |
| 5Y | +65.6% | +93.1% | -27.5% | +38.6% |
| All | +95.9% | +90.3% | +5.7% | +46.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling