+979.2%
AEP vs TECK
+2,171.4%
-1,192.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.2% |
| 7D | +1.8% | -0.3% | +2.1% | +1.8% |
| 30D | -0.8% | +4.6% | -5.4% | -1.2% |
| 3M | -1.8% | +2.8% | -4.7% | -2.3% |
| 6M | -5.4% | +24.9% | -30.3% | -7.6% |
| YTD | +10.4% | +44.7% | -34.3% | +6.4% |
| 1Y | +18.2% | +112.0% | -93.8% | +10.0% |
| 3Y | +79.0% | +67.6% | +11.4% | +67.5% |
| 5Y | +64.8% | +200.3% | -135.5% | +43.9% |
| 10Y | +170.8% | +358.2% | -187.4% | +112.7% |
| All | +979.2% | +2,171.4% | -1,192.2% | +509.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling