+65.9%
AEP vs TE
-52.9%
+118.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.1% |
| 7D | -0.9% | +0.2% | -1.2% | -0.9% |
| 30D | -1.1% | -5.9% | +4.9% | -1.1% |
| 3M | -3.3% | -45.6% | +42.3% | -3.3% |
| 6M | -4.6% | -43.4% | +38.7% | -4.7% |
| YTD | +9.4% | -31.0% | +40.4% | +9.3% |
| 1Y | +16.9% | +145.2% | -128.3% | +16.9% |
| 3Y | +76.6% | -24.1% | +100.7% | +81.2% |
| 5Y | +66.2% | -48.1% | +114.3% | +72.8% |
| All | +65.9% | -52.9% | +118.7% | +92.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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