+78.5%
AEP vs FRSH
-72.5%
+151.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -0.9% | -6.6% | +5.7% | -0.9% |
| 30D | -1.1% | +2.1% | -3.2% | -1.1% |
| 3M | -3.3% | +29.0% | -32.2% | -3.6% |
| 6M | -4.6% | +48.6% | -53.3% | -5.2% |
| YTD | +9.4% | -2.9% | +12.3% | +9.6% |
| 1Y | +16.9% | -7.9% | +24.8% | +17.2% |
| 3Y | +76.6% | -46.5% | +123.2% | +79.0% |
| All | +78.5% | -72.5% | +151.0% | +76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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