+85.7%
AEP vs TOST
-46.7%
+132.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.4% |
| 7D | -1.5% | +4.0% | -5.6% | -1.6% |
| 30D | +4.5% | +11.1% | -6.6% | +4.2% |
| 3M | +2.8% | +0.8% | +2.0% | +2.8% |
| 6M | -0.7% | +38.8% | -39.5% | -1.7% |
| YTD | +13.8% | -2.1% | +15.9% | +13.8% |
| 1Y | +9.0% | -6.0% | +15.0% | +9.0% |
| 3Y | +83.0% | +149.8% | -66.8% | +73.1% |
| 5Y | +83.3% | -42.8% | +126.0% | +74.2% |
| All | +85.7% | -46.7% | +132.4% | +77.8% |
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