+66.4%
AEP vs TEL
+50.4%
+16.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -1.0% |
| 7D | -1.0% | -2.3% | +1.3% | -0.7% |
| 30D | -0.1% | -6.1% | +6.0% | +0.6% |
| 3M | -3.2% | +1.7% | -4.9% | -3.6% |
| 6M | -5.3% | +1.6% | -6.9% | -6.0% |
| YTD | +9.5% | -9.1% | +18.6% | +10.1% |
| 1Y | +17.5% | -1.7% | +19.2% | +16.6% |
| 3Y | +77.0% | +67.3% | +9.7% | +56.5% |
| 5Y | +66.4% | +52.1% | +14.3% | +45.3% |
| All | +66.4% | +50.4% | +16.0% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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