-51.7%
FIG vs AEP
+10.7%
-62.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.5% | +5.7% | +4.9% |
| 7D | -4.7% | +0.8% | -5.5% | -4.1% |
| 30D | +0.5% | +7.9% | -7.4% | +6.1% |
| 3M | -18.4% | +1.5% | -19.9% | -17.6% |
| 6M | +10.9% | -2.6% | +13.5% | +11.4% |
| YTD | -40.8% | +14.7% | -55.4% | -35.9% |
| 1Y | -51.7% | +10.8% | -62.5% | -47.2% |
| All | -51.7% | +10.7% | -62.4% | -47.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling