+177.7%
AEP vs TECH
+179.6%
-1.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +0.9% | -0.1% | +1.0% | +0.9% |
| 30D | +1.5% | +0.3% | +1.2% | +1.5% |
| 3M | -1.7% | +32.9% | -34.6% | -5.0% |
| 6M | -4.0% | +32.1% | -36.1% | -7.6% |
| YTD | +10.6% | +23.4% | -12.8% | +7.0% |
| 1Y | +18.6% | +34.1% | -15.4% | +13.1% |
| 3Y | +78.7% | +2.2% | +76.5% | +73.3% |
| 5Y | +65.1% | -41.8% | +106.9% | +70.4% |
| 10Y | +177.7% | +188.9% | -11.2% | +128.3% |
| All | +177.7% | +179.6% | -1.8% | +128.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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