+68.0%
AEP vs TD
+120.6%
-52.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.3% |
| 7D | +0.9% | -1.9% | +2.8% | +1.4% |
| 30D | +1.5% | -1.6% | +3.1% | +1.8% |
| 3M | -1.7% | +4.6% | -6.3% | -3.0% |
| 6M | -4.0% | +26.8% | -30.9% | -9.9% |
| YTD | +10.6% | +28.3% | -17.7% | +3.4% |
| 1Y | +18.6% | +60.4% | -41.8% | +4.2% |
| 3Y | +78.7% | +125.7% | -47.0% | +40.8% |
| All | +68.0% | +120.6% | -52.6% | +34.2% |
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