+822.0%
AEP vs TMF
-69.2%
+891.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -2.8% | +1.2% | -4.0% | -2.8% |
| 30D | +3.6% | +19.7% | -16.1% | +3.7% |
| 3M | +1.8% | -2.1% | +3.9% | +1.8% |
| 6M | -3.1% | -13.4% | +10.3% | -3.2% |
| YTD | +12.2% | -16.7% | +29.0% | +12.2% |
| 1Y | +9.1% | -23.3% | +32.5% | +9.1% |
| 3Y | +77.9% | -24.8% | +102.7% | +78.3% |
| 5Y | +78.1% | -88.0% | +166.2% | +68.1% |
| 10Y | +187.8% | -84.7% | +272.5% | +174.6% |
| All | +822.0% | -69.2% | +891.2% | +899.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling