+80.5%
AEP vs TPR
+253.5%
-173.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.2% |
| 7D | -2.8% | +14.2% | -17.0% | -3.3% |
| 30D | +3.6% | +17.1% | -13.4% | +3.0% |
| 3M | +1.8% | -17.7% | +19.5% | +2.4% |
| 6M | -3.1% | -10.2% | +7.1% | -2.9% |
| YTD | +12.2% | +4.9% | +7.3% | +11.6% |
| 1Y | +9.1% | +36.1% | -27.0% | +7.4% |
| 3Y | +77.9% | +416.5% | -338.6% | +61.3% |
| All | +80.5% | +253.5% | -173.0% | +63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling