+248.7%
AEP vs FWONK
+276.3%
-27.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.8% |
| 7D | -1.0% | -1.5% | +0.6% | -0.8% |
| 30D | -0.1% | -6.8% | +6.7% | +0.7% |
| 3M | -3.2% | +7.7% | -10.9% | -4.2% |
| 6M | -5.3% | +11.0% | -16.3% | -6.7% |
| YTD | +9.5% | -3.1% | +12.7% | +9.6% |
| 1Y | +17.5% | -3.5% | +21.0% | +17.5% |
| 3Y | +77.0% | +44.6% | +32.4% | +66.7% |
| 5Y | +66.4% | +98.3% | -31.9% | +49.1% |
| 10Y | +175.1% | +339.3% | -164.3% | +120.7% |
| All | +248.7% | +276.3% | -27.6% | +177.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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