+61.0%
AEP vs TPG
+74.1%
-13.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.2% |
| 7D | -0.9% | -9.4% | +8.5% | -0.5% |
| 30D | -1.1% | -5.3% | +4.2% | -0.9% |
| 3M | -3.3% | +12.9% | -16.2% | -3.9% |
| 6M | -4.6% | +20.1% | -24.7% | -5.6% |
| YTD | +9.4% | -22.5% | +31.9% | +10.7% |
| 1Y | +16.9% | -19.7% | +36.6% | +17.9% |
| 3Y | +76.6% | +81.2% | -4.6% | +58.0% |
| All | +61.0% | +74.1% | -13.2% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 5y: compounded portfolio wealth divided by compounded TPG 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…
5y analysis · Full analysis span regression · 6 months rolling