+10.8%
AEP vs TCOM
-39.6%
+50.4%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.2% | -3.6% | -0.2% |
| 7D | +0.8% | +10.7% | -9.9% | +1.7% |
| 30D | +7.9% | +10.1% | -2.1% | +8.9% |
| 3M | +1.5% | -8.9% | +10.3% | +0.6% |
| 6M | -2.6% | -19.2% | +16.6% | -4.2% |
| YTD | +14.7% | -40.6% | +55.3% | +10.3% |
| 1Y | +10.8% | -39.0% | +49.8% | +6.2% |
| All | +10.8% | -39.6% | +50.4% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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