+1,577.3%
FERG vs AEP
+605.3%
+972.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.9% |
| 7D | +6.4% | +0.7% | +5.7% | +6.4% |
| 30D | +19.9% | +4.8% | +15.1% | +19.6% |
| 3M | +5.6% | +5.4% | +0.2% | +5.2% |
| 6M | +9.2% | +0.4% | +8.9% | +9.2% |
| YTD | +20.6% | +15.5% | +5.1% | +19.7% |
| 1Y | +5.7% | +8.5% | -2.8% | +5.2% |
| 3Y | +73.6% | +84.6% | -11.0% | +68.0% |
| 5Y | +86.2% | +86.9% | -0.7% | +81.6% |
| 10Y | +440.7% | +205.1% | +235.5% | +441.5% |
| All | +1,577.3% | +605.3% | +972.0% | +1,615.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling