+169.3%
AEP vs TPR
+305.2%
-135.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.7% | +4.5% | +1.0% |
| 7D | +2.0% | -3.4% | +5.4% | +2.3% |
| 30D | +0.5% | -27.3% | +27.8% | +2.8% |
| 3M | -0.3% | -16.2% | +15.9% | +0.8% |
| 6M | -3.5% | -17.9% | +14.4% | -2.4% |
| YTD | +11.3% | -7.1% | +18.4% | +11.2% |
| 1Y | +20.2% | +13.6% | +6.6% | +18.1% |
| 3Y | +79.8% | +293.7% | -214.0% | +55.9% |
| 5Y | +65.6% | +239.1% | -173.5% | +43.1% |
| 10Y | +169.3% | +311.2% | -141.9% | +96.0% |
| All | +169.3% | +305.2% | -135.9% | +96.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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