+68.2%
AEP vs TLN
+589.3%
-521.1%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.6% |
| 7D | +0.9% | +5.8% | -5.0% | +1.0% |
| 30D | +1.5% | -6.9% | +8.3% | +1.4% |
| 3M | -1.7% | -10.9% | +9.2% | -1.8% |
| 6M | -4.0% | -4.6% | +0.6% | -4.0% |
| YTD | +10.6% | -14.7% | +25.3% | +10.5% |
| 1Y | +18.6% | -17.9% | +36.5% | +18.4% |
| 3Y | +78.7% | +483.9% | -405.2% | +95.0% |
| All | +68.2% | +589.3% | -521.1% | +90.3% |
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