+170.5%
AEP vs TGT
+207.4%
-36.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -0.9% | -5.2% | +4.3% | -0.3% |
| 30D | -1.1% | +1.2% | -2.2% | -1.3% |
| 3M | -3.3% | +18.4% | -21.7% | -5.4% |
| 6M | -4.6% | +33.4% | -38.1% | -8.2% |
| YTD | +9.4% | +63.8% | -54.4% | +2.6% |
| 1Y | +16.9% | +77.2% | -60.2% | +8.4% |
| 3Y | +76.6% | +41.8% | +34.9% | +64.8% |
| 5Y | +66.2% | -25.5% | +91.7% | +66.8% |
| All | +170.5% | +207.4% | -36.9% | +138.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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