+10.8%
AEP vs TEM
-11.1%
+21.9%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | -0.6% |
| 7D | +0.8% | -1.3% | +2.1% | +0.8% |
| 30D | +7.9% | -9.5% | +17.4% | +7.8% |
| 3M | +1.5% | +60.7% | -59.2% | +3.2% |
| 6M | -2.6% | +35.5% | -38.1% | -1.4% |
| YTD | +14.7% | +28.0% | -13.4% | +16.2% |
| 1Y | +10.8% | -10.5% | +21.3% | +13.6% |
| All | +10.8% | -11.1% | +21.9% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 1y: compounded portfolio wealth divided by compounded TEM 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…
1y analysis · Full analysis span regression · 6 months rolling