-52.0%
FIG vs AEP
+8.9%
-61.0%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.6% | +2.9% |
| 7D | +3.4% | +2.9% | +0.5% | +5.0% |
| 30D | -9.5% | +3.2% | -12.6% | -7.7% |
| 3M | -26.2% | +3.8% | -30.0% | -24.4% |
| 6M | +2.7% | +2.5% | +0.2% | +6.1% |
| YTD | -48.0% | +15.5% | -63.4% | -42.4% |
| 1Y | -52.0% | +9.6% | -61.7% | -46.7% |
| All | -52.0% | +8.9% | -61.0% | -46.7% |
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 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