+86.2%
AEP vs TE
-82.5%
+168.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.3% | +0.2% |
| 7D | +2.9% | -19.1% | +21.9% | +2.9% |
| 30D | +3.2% | -34.1% | +37.3% | +3.2% |
| 3M | +3.8% | -60.1% | +63.9% | +3.9% |
| 6M | +2.5% | -66.0% | +68.5% | +2.5% |
| YTD | +15.5% | -71.4% | +86.9% | +15.5% |
| 1Y | +9.6% | -45.3% | +54.9% | +9.3% |
| 3Y | +91.2% | +9.1% | +82.0% | +88.7% |
| All | +86.2% | -82.5% | +168.8% | +95.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling