+913.3%
AEP vs TPR
+7,380.8%
-6,467.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +1.8% | -2.3% | +4.1% | +2.1% |
| 30D | -0.8% | -23.0% | +22.2% | +2.2% |
| 3M | -1.8% | -12.5% | +10.6% | -0.6% |
| 6M | -5.4% | -21.4% | +16.1% | -3.2% |
| YTD | +10.4% | -3.5% | +14.0% | +9.9% |
| 1Y | +18.2% | +17.4% | +0.8% | +14.4% |
| 3Y | +79.0% | +291.3% | -212.3% | +44.5% |
| 5Y | +64.8% | +241.9% | -177.1% | +32.1% |
| 10Y | +170.8% | +322.7% | -151.8% | +91.7% |
| All | +913.3% | +7,380.8% | -6,467.5% | +379.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling