+10.8%
AEP vs TNA
+37.5%
-26.7%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -4.9% | -0.5% |
| 7D | +0.8% | +2.4% | -1.6% | +0.8% |
| 30D | +7.9% | -0.9% | +8.8% | +8.0% |
| 3M | +1.5% | -19.2% | +20.7% | +1.9% |
| 6M | -2.6% | -0.8% | -1.7% | -2.7% |
| YTD | +14.7% | +33.2% | -18.5% | +13.2% |
| 1Y | +10.8% | +38.5% | -27.7% | +8.8% |
| All | +10.8% | +37.5% | -26.7% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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