+10.8%
AEP vs TDG
-5.9%
+16.6%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.5% |
| 7D | +0.8% | +7.1% | -6.3% | +0.5% |
| 30D | +7.9% | +11.4% | -3.4% | +7.4% |
| 3M | +1.5% | -4.6% | +6.0% | +1.6% |
| 6M | -2.6% | +5.8% | -8.4% | -2.6% |
| YTD | +14.7% | -8.5% | +23.1% | +12.2% |
| 1Y | +10.8% | -5.8% | +16.6% | +7.7% |
| All | +10.8% | -5.9% | +16.6% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 1y: compounded portfolio wealth divided by compounded TDG 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…
1y analysis · Full analysis span regression · 6 months rolling