+9.6%
AEP vs TMF
-30.5%
+40.1%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.4% |
| 7D | +2.9% | -9.3% | +12.1% | +4.6% |
| 30D | +3.2% | +1.9% | +1.3% | +2.8% |
| 3M | +3.8% | -11.2% | +15.0% | +5.8% |
| 6M | +2.5% | -17.7% | +20.2% | +5.6% |
| YTD | +15.5% | -24.5% | +39.9% | +21.1% |
| 1Y | +9.6% | -29.4% | +39.0% | +17.0% |
| All | +9.6% | -30.5% | +40.1% | +17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling