+170.5%
AEP vs TDY
+479.2%
-308.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.4% |
| 7D | -0.9% | -1.1% | +0.2% | -0.7% |
| 30D | -1.1% | -12.0% | +11.0% | +1.4% |
| 3M | -3.3% | -3.2% | -0.1% | -2.8% |
| 6M | -4.6% | -7.9% | +3.2% | -3.4% |
| YTD | +9.4% | +18.2% | -8.8% | +5.1% |
| 1Y | +16.9% | +6.7% | +10.3% | +14.6% |
| 3Y | +76.6% | +47.5% | +29.1% | +60.1% |
| 5Y | +66.2% | +39.5% | +26.7% | +50.7% |
| All | +170.5% | +479.2% | -308.7% | +121.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 10y: compounded portfolio wealth divided by compounded TDY 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…
10y analysis · Full analysis span regression · 6 months rolling