+86.9%
AEP vs FSLR
+64.7%
+22.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.1% |
| 7D | +0.7% | -8.4% | +9.2% | +1.0% |
| 30D | +4.8% | -0.9% | +5.7% | +4.8% |
| 3M | +5.4% | -26.1% | +31.4% | +6.4% |
| 6M | +0.4% | -23.6% | +24.0% | +0.9% |
| YTD | +15.5% | -31.8% | +47.3% | +16.4% |
| 1Y | +8.5% | -32.6% | +41.1% | +9.4% |
| 3Y | +84.6% | +33.0% | +51.6% | +74.1% |
| 5Y | +86.9% | +56.8% | +30.1% | +72.5% |
| All | +86.9% | +64.7% | +22.2% | +72.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling