+169.3%
AEP vs TMF
-86.8%
+256.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | +2.0% | +1.0% | +1.0% | +2.0% |
| 30D | +0.5% | -1.8% | +2.4% | +0.6% |
| 3M | -0.3% | -8.2% | +7.9% | 0.0% |
| 6M | -3.5% | -19.5% | +16.0% | -2.7% |
| YTD | +11.3% | -16.0% | +27.2% | +11.9% |
| 1Y | +20.2% | -22.5% | +42.7% | +21.3% |
| 3Y | +79.8% | -42.3% | +122.0% | +81.6% |
| 5Y | +65.6% | -87.7% | +153.3% | +62.1% |
| 10Y | +169.3% | -86.5% | +255.8% | +151.1% |
| All | +169.3% | -86.8% | +256.1% | +151.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling