+576.7%
AEP vs FSLR
+603.3%
-26.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.0% | 0.0% |
| 7D | +2.5% | -12.0% | +14.4% | +3.3% |
| 30D | +3.4% | -7.7% | +11.0% | +3.8% |
| 3M | +4.2% | -24.0% | +28.2% | +5.9% |
| 6M | -0.8% | -24.4% | +23.6% | +0.4% |
| YTD | +15.2% | -34.0% | +49.3% | +17.3% |
| 1Y | +8.3% | -35.6% | +43.9% | +10.4% |
| 3Y | +84.2% | +28.7% | +55.5% | +74.5% |
| 5Y | +87.8% | +55.3% | +32.5% | +72.4% |
| 10Y | +204.4% | +437.4% | -233.0% | +144.4% |
| All | +576.7% | +603.3% | -26.6% | +431.8% |
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