+131.4%
AEP vs TENB
-9.4%
+140.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.0% | +5.9% | +0.2% |
| 7D | -0.9% | -12.1% | +11.1% | -0.4% |
| 30D | -1.1% | -18.6% | +17.6% | -0.3% |
| 3M | -3.3% | +12.1% | -15.3% | -4.2% |
| 6M | -4.6% | +46.8% | -51.4% | -7.1% |
| YTD | +9.4% | +28.0% | -18.6% | +7.3% |
| 1Y | +16.9% | -1.4% | +18.3% | +16.4% |
| 3Y | +76.6% | -33.9% | +110.6% | +79.0% |
| 5Y | +66.2% | -34.6% | +100.8% | +64.8% |
| All | +131.4% | -9.4% | +140.8% | +106.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 10y: compounded portfolio wealth divided by compounded TENB 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…
10y analysis · Full analysis span regression · 6 months rolling