+82.6%
AEP vs TFC
+95.4%
-12.7%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -0.8% | +1.7% | -2.5% | -0.9% |
| 30D | +4.9% | +9.0% | -4.1% | +4.1% |
| 3M | +4.9% | -2.1% | +7.0% | +5.0% |
| 6M | -0.3% | +3.4% | -3.6% | -0.7% |
| YTD | +14.3% | +5.3% | +9.0% | +13.5% |
| 1Y | +7.5% | +16.2% | -8.6% | +5.9% |
| 3Y | +82.6% | +94.8% | -12.1% | +59.3% |
| All | +82.6% | +95.4% | -12.7% | +59.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling