+1,117.8%
AEP vs TDY
+7,056.0%
-5,938.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.3% |
| 7D | -0.9% | -1.1% | +0.2% | -0.8% |
| 30D | -1.1% | -12.0% | +11.0% | +0.9% |
| 3M | -3.3% | -3.2% | -0.1% | -2.9% |
| 6M | -4.6% | -7.9% | +3.2% | -3.7% |
| YTD | +9.4% | +18.2% | -8.8% | +6.2% |
| 1Y | +16.9% | +6.7% | +10.3% | +15.2% |
| 3Y | +76.6% | +47.5% | +29.1% | +64.4% |
| 5Y | +66.2% | +39.5% | +26.7% | +55.2% |
| 10Y | +174.7% | +477.2% | -302.4% | +104.3% |
| All | +1,117.8% | +7,056.0% | -5,938.2% | +601.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling