+351.3%
FERG vs AEP
+174.9%
+176.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -2.6% | -0.9% | -1.6% | -2.5% |
| 30D | -8.9% | -1.1% | -7.8% | -8.8% |
| 3M | -2.0% | -3.3% | +1.2% | -1.8% |
| 6M | -3.2% | -4.6% | +1.4% | -2.8% |
| YTD | +1.5% | +9.4% | -7.9% | +0.7% |
| 1Y | +0.5% | +16.9% | -16.5% | -0.9% |
| 3Y | +50.4% | +76.6% | -26.2% | +42.6% |
| 5Y | +68.7% | +66.2% | +2.5% | +61.8% |
| All | +351.3% | +174.9% | +176.4% | +362.1% |
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