+2,231.7%
AEP vs TGT
+6,311.1%
-4,079.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.9% |
| 7D | +2.0% | -0.6% | +2.6% | +2.1% |
| 30D | +0.5% | +9.5% | -9.0% | -1.0% |
| 3M | -0.3% | +32.3% | -32.6% | -4.8% |
| 6M | -3.5% | +37.0% | -40.5% | -8.4% |
| YTD | +11.3% | +71.0% | -59.8% | +1.7% |
| 1Y | +20.2% | +85.0% | -64.8% | +8.4% |
| 3Y | +79.8% | +46.8% | +32.9% | +64.0% |
| 5Y | +65.6% | -22.7% | +88.3% | +64.3% |
| 10Y | +169.3% | +216.3% | -47.0% | +105.4% |
| All | +2,231.7% | +6,311.1% | -4,079.4% | +956.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling