+68.0%
AEP vs TECK
+199.3%
-131.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.5% |
| 7D | +0.9% | +4.9% | -4.0% | +0.7% |
| 30D | +1.5% | +5.2% | -3.7% | +1.3% |
| 3M | -1.7% | +13.8% | -15.5% | -2.3% |
| 6M | -4.0% | +38.5% | -42.5% | -5.7% |
| YTD | +10.6% | +47.3% | -36.7% | +8.2% |
| 1Y | +18.6% | +81.0% | -62.4% | +14.8% |
| 3Y | +78.7% | +79.9% | -1.2% | +70.7% |
| All | +68.0% | +199.3% | -131.3% | +58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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