+9.6%
AEP vs TOST
-7.5%
+17.1%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.3% | +0.5% |
| 7D | +2.9% | 0.0% | +2.8% | +2.9% |
| 30D | +3.2% | +16.2% | -13.0% | +4.7% |
| 3M | +3.8% | -1.5% | +5.3% | +3.7% |
| 6M | +2.5% | +55.3% | -52.8% | +6.7% |
| YTD | +15.5% | -2.3% | +17.8% | +15.8% |
| 1Y | +9.6% | -5.5% | +15.1% | +9.8% |
| All | +9.6% | -7.5% | +17.1% | +9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling