+194.6%
AEP vs TMF
-83.0%
+277.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.4% | +1.4% |
| 7D | -1.5% | +0.6% | -2.1% | -1.6% |
| 30D | +4.5% | +16.3% | -11.8% | +3.9% |
| 3M | +2.8% | -2.7% | +5.5% | +2.9% |
| 6M | -0.7% | -13.2% | +12.5% | -0.2% |
| YTD | +13.8% | -16.7% | +30.5% | +14.5% |
| 1Y | +9.0% | -22.7% | +31.7% | +9.9% |
| 3Y | +83.0% | -26.1% | +109.1% | +84.6% |
| 5Y | +83.3% | -88.4% | +171.7% | +76.8% |
| 10Y | +194.6% | -81.8% | +276.4% | +159.9% |
| All | +194.6% | -83.0% | +277.6% | +159.9% |
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