+18.6%
AEP vs TFC
+13.9%
+4.7%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | +0.9% | -1.3% | +2.2% | +1.0% |
| 30D | +1.5% | -2.3% | +3.8% | +1.6% |
| 3M | -1.7% | +2.5% | -4.1% | -1.8% |
| 6M | -4.0% | +9.5% | -13.5% | -4.0% |
| YTD | +10.6% | +5.1% | +5.5% | +9.4% |
| 1Y | +18.6% | +15.5% | +3.1% | +18.1% |
| All | +18.6% | +13.9% | +4.7% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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