+170.5%
AEP vs TCOM
-9.8%
+180.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.1% |
| 7D | -0.9% | -4.9% | +4.0% | -0.9% |
| 30D | -1.1% | -14.4% | +13.3% | -1.0% |
| 3M | -3.3% | -17.7% | +14.4% | -3.2% |
| 6M | -4.6% | -25.1% | +20.5% | -4.5% |
| YTD | +9.4% | -45.7% | +55.1% | +9.7% |
| 1Y | +16.9% | -47.9% | +64.8% | +17.3% |
| 3Y | +76.6% | +8.9% | +67.7% | +75.2% |
| 5Y | +66.2% | +26.9% | +39.3% | +63.6% |
| All | +170.5% | -9.8% | +180.3% | +151.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling