+53.7%
AEP vs TEM
+60.7%
-7.0%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.7% |
| 7D | +2.0% | +3.2% | -1.2% | +2.0% |
| 30D | +0.5% | +23.5% | -23.0% | +0.7% |
| 3M | -0.3% | +32.3% | -32.6% | 0.0% |
| 6M | -3.5% | +23.0% | -26.5% | -3.2% |
| YTD | +11.3% | +8.9% | +2.4% | +11.5% |
| 1Y | +20.2% | -19.9% | +40.1% | +20.4% |
| All | +53.7% | +60.7% | -7.0% | +54.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling