+66.4%
AEP vs TGT
-26.4%
+92.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.2% | -0.9% |
| 7D | -1.0% | -5.0% | +4.1% | -0.5% |
| 30D | -0.1% | +3.0% | -3.1% | -0.4% |
| 3M | -3.2% | +22.6% | -25.8% | -5.2% |
| 6M | -5.3% | +31.2% | -36.5% | -7.9% |
| YTD | +9.5% | +63.7% | -54.2% | +4.3% |
| 1Y | +17.5% | +78.5% | -61.0% | +10.7% |
| 3Y | +77.0% | +40.5% | +36.4% | +67.4% |
| 5Y | +66.4% | -25.6% | +92.0% | +59.4% |
| All | +66.4% | -26.4% | +92.8% | +59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling