+807.2%
AEP vs TMF
-68.9%
+876.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.5% | -0.2% |
| 7D | +1.8% | -1.4% | +3.2% | +1.8% |
| 30D | -0.8% | -2.8% | +2.0% | -0.8% |
| 3M | -1.8% | -10.9% | +9.1% | -1.9% |
| 6M | -5.4% | -21.3% | +16.0% | -5.4% |
| YTD | +10.4% | -15.9% | +26.3% | +10.4% |
| 1Y | +18.2% | -15.7% | +33.9% | +18.1% |
| 3Y | +79.0% | -43.4% | +122.3% | +78.1% |
| 5Y | +64.8% | -87.8% | +152.6% | +55.7% |
| 10Y | +170.8% | -86.7% | +257.6% | +156.6% |
| All | +807.2% | -68.9% | +876.1% | +883.1% |
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