+177.7%
AEP vs FSLR
+431.1%
-253.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.8% | +4.2% | -0.4% |
| 7D | +0.9% | +0.2% | +0.6% | +0.9% |
| 30D | +1.5% | -15.1% | +16.6% | +2.2% |
| 3M | -1.7% | -22.5% | +20.9% | -0.7% |
| 6M | -4.0% | +4.0% | -8.0% | -4.6% |
| YTD | +10.6% | -22.3% | +32.9% | +11.3% |
| 1Y | +18.6% | 0.0% | +18.6% | +17.6% |
| 3Y | +78.7% | +10.9% | +67.8% | +72.6% |
| 5Y | +65.1% | +105.4% | -40.3% | +51.2% |
| 10Y | +177.7% | +447.0% | -269.3% | +126.9% |
| All | +177.7% | +431.1% | -253.4% | +126.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR 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 10y: compounded portfolio wealth divided by compounded FSLR 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…
10y analysis · Full analysis span regression · 6 months rolling