+78.5%
AEP vs FSLR
+10.4%
+68.0%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.3% | -0.1% |
| 7D | +1.8% | 0.0% | +1.8% | +1.8% |
| 30D | -0.8% | -13.7% | +12.9% | -0.6% |
| 3M | -1.8% | -35.1% | +33.3% | -1.2% |
| 6M | -5.4% | +3.6% | -9.0% | -5.8% |
| YTD | +10.4% | -21.7% | +32.2% | +10.5% |
| 1Y | +18.2% | +1.3% | +16.9% | +17.6% |
| All | +78.5% | +10.4% | +68.0% | +69.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling