+87.8%
AEP vs FSLY
-66.1%
+153.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | +2.5% | +11.8% | -9.3% | +2.4% |
| 30D | +3.4% | -36.5% | +39.9% | +3.7% |
| 3M | +4.2% | -39.7% | +44.0% | +4.5% |
| 6M | -0.8% | -9.7% | +8.9% | -1.0% |
| YTD | +15.2% | +68.9% | -53.6% | +13.1% |
| 1Y | +8.3% | +44.5% | -36.1% | +6.4% |
| 3Y | +84.2% | +4.8% | +79.4% | +80.2% |
| 5Y | +87.8% | -66.0% | +153.8% | +79.0% |
| All | +87.8% | -66.1% | +153.9% | +79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling