+20.2%
AEP vs TMF
-21.2%
+41.4%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | +2.0% | +1.0% | +1.0% | +1.9% |
| 30D | +0.5% | -1.8% | +2.4% | +0.7% |
| 3M | -0.3% | -8.2% | +7.9% | +0.6% |
| 6M | -3.5% | -19.5% | +16.0% | -1.3% |
| YTD | +11.3% | -16.0% | +27.2% | +13.8% |
| 1Y | +20.2% | -22.5% | +42.7% | +21.7% |
| All | +20.2% | -21.2% | +41.4% | +21.7% |
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