+86.2%
AEP vs TD
+101.4%
-15.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +2.9% | +1.1% | +1.8% | +2.6% |
| 30D | +3.2% | +5.2% | -2.0% | +1.9% |
| 3M | +3.8% | +1.2% | +2.6% | +3.4% |
| 6M | +2.5% | +17.7% | -15.2% | -2.0% |
| YTD | +15.5% | +34.2% | -18.8% | +6.5% |
| 1Y | +9.6% | +55.4% | -45.8% | -3.0% |
| 3Y | +91.2% | +130.4% | -39.2% | +49.3% |
| All | +86.2% | +101.4% | -15.1% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 5y: compounded portfolio wealth divided by compounded TD 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…
5y analysis · Full analysis span regression · 6 months rolling