+211.0%
AEP vs TMF
-81.8%
+292.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.4% | +4.2% | -0.1% |
| 7D | +2.5% | -8.2% | +10.6% | +2.8% |
| 30D | +3.4% | +5.3% | -2.0% | +3.2% |
| 3M | +4.2% | -8.5% | +12.7% | +4.5% |
| 6M | -0.8% | -17.2% | +16.4% | -0.2% |
| YTD | +15.2% | -23.4% | +38.6% | +16.2% |
| 1Y | +8.3% | -30.2% | +38.6% | +9.6% |
| 3Y | +84.2% | -32.9% | +117.1% | +86.3% |
| 5Y | +87.8% | -88.5% | +176.4% | +82.0% |
| All | +211.0% | -81.8% | +292.9% | +166.1% |
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