+66.4%
AEP vs TECH
-42.4%
+108.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.7% | -0.9% |
| 7D | -1.0% | -0.5% | -0.5% | -1.0% |
| 30D | -0.1% | 0.0% | -0.1% | -0.1% |
| 3M | -3.2% | +37.4% | -40.7% | -6.0% |
| 6M | -5.3% | +36.9% | -42.2% | -8.4% |
| YTD | +9.5% | +23.1% | -13.6% | +6.7% |
| 1Y | +17.5% | +42.2% | -24.7% | +12.2% |
| 3Y | +77.0% | +1.9% | +75.0% | +72.8% |
| 5Y | +66.4% | -42.9% | +109.3% | +64.8% |
| All | +66.4% | -42.4% | +108.8% | +64.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling