+170.5%
AEP vs TNA
+86.1%
+84.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.2% |
| 7D | -0.9% | -7.3% | +6.3% | -0.3% |
| 30D | -1.1% | -14.2% | +13.1% | +0.2% |
| 3M | -3.3% | -4.6% | +1.3% | -3.1% |
| 6M | -4.6% | +36.9% | -41.6% | -7.9% |
| YTD | +9.4% | +42.5% | -33.1% | +5.0% |
| 1Y | +16.9% | +45.8% | -28.8% | +11.4% |
| 3Y | +76.6% | +104.7% | -28.0% | +55.6% |
| 5Y | +66.2% | -21.7% | +87.9% | +53.4% |
| All | +170.5% | +86.1% | +84.4% | +95.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling