+78.6%
AEP vs FSLY
-0.4%
+79.0%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.7% | -6.3% | -0.6% |
| 7D | +0.9% | +11.2% | -10.3% | +0.8% |
| 30D | +1.5% | -18.2% | +19.7% | +1.6% |
| 3M | -1.7% | +21.9% | -23.6% | -1.9% |
| 6M | -4.0% | +4.0% | -8.1% | -4.3% |
| YTD | +10.6% | +123.1% | -112.5% | +8.9% |
| 1Y | +18.6% | +196.9% | -178.2% | +16.7% |
| All | +78.6% | -0.4% | +79.0% | +76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY 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 FSLY 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