+1,335.0%
FERG vs AEP
+579.4%
+755.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.7% | -1.0% |
| 7D | +3.4% | +2.0% | +1.4% | +3.3% |
| 30D | -11.5% | +0.5% | -12.0% | -11.5% |
| 3M | +1.3% | -0.3% | +1.6% | +1.3% |
| 6M | -1.0% | -3.5% | +2.5% | -0.8% |
| YTD | +3.2% | +11.3% | -8.0% | +2.7% |
| 1Y | -3.0% | +20.2% | -23.2% | -3.9% |
| 3Y | +55.0% | +79.8% | -24.7% | +50.2% |
| 5Y | +72.6% | +65.6% | +7.1% | +68.4% |
| 10Y | +358.9% | +169.3% | +189.6% | +359.5% |
| All | +1,335.0% | +579.4% | +755.6% | +1,370.6% |
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