+81.0%
F vs AEP
+191.0%
-110.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.2% |
| 7D | -0.6% | -1.5% | +0.9% | -0.1% |
| 30D | +2.9% | +4.5% | -1.6% | +1.4% |
| 3M | -9.5% | +2.8% | -12.3% | -10.4% |
| 6M | +4.0% | -0.7% | +4.7% | +3.7% |
| YTD | -1.3% | +13.8% | -15.1% | -6.3% |
| 1Y | -1.9% | +9.0% | -10.9% | -5.6% |
| 3Y | +53.5% | +83.0% | -29.5% | +20.4% |
| 5Y | -15.1% | +83.3% | -98.4% | -33.1% |
| 10Y | +81.0% | +194.6% | -113.6% | +52.7% |
| All | +81.0% | +191.0% | -110.0% | +52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 10y: compounded portfolio wealth divided by compounded AEP 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…
10y analysis · Full analysis span regression · 6 months rolling