+73.8%
AEP vs TLN
+678.8%
-605.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.4% |
| 7D | -0.8% | +1.1% | -1.9% | -0.8% |
| 30D | +4.9% | -4.6% | +9.5% | +4.9% |
| 3M | +4.9% | +5.2% | -0.4% | +4.9% |
| 6M | -0.3% | -6.5% | +6.2% | -0.4% |
| YTD | +14.3% | -3.6% | +17.9% | +14.2% |
| 1Y | +7.5% | -8.2% | +15.8% | +7.3% |
| 3Y | +82.6% | +559.7% | -477.0% | +98.5% |
| All | +73.8% | +678.8% | -605.0% | +96.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling