+135.3%
AEP vs TENB
+1.4%
+133.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +0.8% |
| 7D | +2.0% | -5.0% | +7.0% | +2.2% |
| 30D | +0.5% | -7.4% | +7.9% | +0.8% |
| 3M | -0.3% | +22.3% | -22.6% | -1.6% |
| 6M | -3.5% | +60.2% | -63.6% | -6.3% |
| YTD | +11.3% | +43.2% | -32.0% | +8.6% |
| 1Y | +20.2% | +8.2% | +12.1% | +19.3% |
| 3Y | +79.8% | -23.8% | +103.6% | +80.9% |
| 5Y | +65.6% | -26.9% | +92.4% | +63.3% |
| All | +135.3% | +1.4% | +133.9% | +108.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling