+10.8%
AEP vs TLN
-17.6%
+28.4%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.5% | +8.1% | -0.1% |
| 7D | +0.8% | -6.0% | +6.8% | +1.1% |
| 30D | +7.9% | -1.5% | +9.5% | +7.8% |
| 3M | +1.5% | -3.9% | +5.3% | +1.3% |
| 6M | -2.6% | -15.0% | +12.5% | -2.5% |
| YTD | +14.7% | -12.8% | +27.5% | +13.8% |
| 1Y | +10.8% | -17.3% | +28.1% | +11.1% |
| All | +10.8% | -17.6% | +28.4% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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