+548.6%
AEP vs FSLR
+734.5%
-185.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.1% |
| 3M | -1.8% | -35.1% | +33.3% | +0.7% |
| 6M | -5.4% | +3.6% | -9.0% | -6.1% |
| YTD | +10.4% | -21.7% | +32.2% | +11.4% |
| 1Y | +18.2% | +1.3% | +16.9% | +16.8% |
| 3Y | +79.0% | +9.7% | +69.3% | +71.8% |
| 5Y | +64.8% | +117.4% | -52.5% | +47.9% |
| 10Y | +170.8% | +435.5% | -264.6% | +117.9% |
| All | +548.6% | +734.5% | -185.9% | +404.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling