+1,041.7%
AEP vs TD
+7,806.2%
-6,764.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.7% | +1.0% |
| 7D | +2.0% | +0.9% | +1.1% | +1.8% |
| 30D | +0.5% | -0.7% | +1.2% | +0.6% |
| 3M | -0.3% | +6.3% | -6.6% | -2.0% |
| 6M | -3.5% | +27.9% | -31.4% | -9.5% |
| YTD | +11.3% | +29.8% | -18.5% | +3.8% |
| 1Y | +20.2% | +63.7% | -43.4% | +5.7% |
| 3Y | +79.8% | +128.3% | -48.6% | +44.1% |
| 5Y | +65.6% | +125.5% | -60.0% | +32.1% |
| 10Y | +169.3% | +296.7% | -127.4% | +81.9% |
| All | +1,041.7% | +7,806.2% | -6,764.5% | +328.6% |
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