+86.4%
AEP vs TOST
-47.1%
+133.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.4% |
| 7D | -0.8% | +3.0% | -3.8% | -0.9% |
| 30D | +4.9% | +10.3% | -5.4% | +4.6% |
| 3M | +4.9% | -3.3% | +8.1% | +4.9% |
| 6M | -0.3% | +37.8% | -38.1% | -1.3% |
| YTD | +14.3% | -2.8% | +17.1% | +14.2% |
| 1Y | +7.5% | -9.6% | +17.1% | +7.7% |
| 3Y | +82.6% | +144.6% | -62.0% | +72.9% |
| 5Y | +81.5% | -31.0% | +112.4% | +72.7% |
| All | +86.4% | -47.1% | +133.5% | +78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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