+18.2%
AEP vs USFR
+4.0%
+14.2%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +1.8% | +0.1% | +1.7% | +1.6% |
| 30D | -0.8% | +0.3% | -1.1% | -1.9% |
| 3M | -1.8% | +1.0% | -2.8% | -5.2% |
| 6M | -5.4% | +1.9% | -7.3% | -11.1% |
| YTD | +10.4% | +2.6% | +7.8% | +1.4% |
| 1Y | +18.2% | +4.0% | +14.1% | -0.6% |
| All | +18.2% | +4.0% | +14.2% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 1y: compounded portfolio wealth divided by compounded USFR 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…
1y analysis · Full analysis span regression · 6 months rolling