+80.4%
AEP vs FRSH
-72.4%
+152.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.6% |
| 7D | +0.9% | -9.6% | +10.4% | +1.0% |
| 30D | +1.5% | -0.4% | +1.9% | +1.5% |
| 3M | -1.7% | +27.2% | -28.9% | -2.0% |
| 6M | -4.0% | +42.2% | -46.2% | -4.5% |
| YTD | +10.6% | -2.6% | +13.2% | +10.8% |
| 1Y | +18.6% | -10.2% | +28.8% | +19.0% |
| 3Y | +78.7% | -45.5% | +124.2% | +81.0% |
| All | +80.4% | -72.4% | +152.8% | +78.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling