+754.3%
AEP vs TNA
+990.0%
-235.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.9% |
| 7D | +2.0% | +4.1% | -2.1% | +1.6% |
| 30D | +0.5% | -7.6% | +8.1% | +1.3% |
| 3M | -0.3% | +8.1% | -8.4% | -1.4% |
| 6M | -3.5% | +49.0% | -52.5% | -8.2% |
| YTD | +11.3% | +51.7% | -40.5% | +5.3% |
| 1Y | +20.2% | +59.6% | -39.4% | +12.4% |
| 3Y | +79.8% | +118.9% | -39.1% | +54.3% |
| 5Y | +65.6% | -19.2% | +84.7% | +50.7% |
| 10Y | +169.3% | +77.2% | +92.1% | +90.6% |
| All | +754.3% | +990.0% | -235.6% | +263.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling