+1,084.9%
AEP vs TD
+8,075.2%
-6,990.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.8% |
| 3M | +3.8% | +1.2% | +2.6% | +3.4% |
| 6M | +2.5% | +17.7% | -15.2% | -1.9% |
| YTD | +15.5% | +34.2% | -18.8% | +6.8% |
| 1Y | +9.6% | +55.4% | -45.8% | -2.4% |
| 3Y | +91.2% | +130.4% | -39.2% | +52.8% |
| 5Y | +88.2% | +101.8% | -13.6% | +54.4% |
| 10Y | +205.1% | +301.9% | -96.8% | +105.2% |
| All | +1,084.9% | +8,075.2% | -6,990.3% | +340.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling