+1,004.9%
AEP vs TCOM
+2,658.7%
-1,653.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.8% |
| 7D | +2.0% | -7.6% | +9.6% | +2.4% |
| 30D | +0.5% | -12.2% | +12.7% | +1.2% |
| 3M | -0.3% | -14.2% | +13.9% | +0.3% |
| 6M | -3.5% | -25.0% | +21.5% | -2.2% |
| YTD | +11.3% | -43.7% | +54.9% | +14.2% |
| 1Y | +20.2% | -44.5% | +64.8% | +23.5% |
| 3Y | +79.8% | +13.4% | +66.3% | +75.3% |
| 5Y | +65.6% | +26.5% | +39.1% | +57.2% |
| 10Y | +169.3% | -10.3% | +179.6% | +154.3% |
| All | +1,004.9% | +2,658.7% | -1,653.7% | +684.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling