+929.8%
AEP vs TPR
+8,033.7%
-7,103.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | -2.8% | +14.2% | -17.0% | -4.5% |
| 30D | +3.6% | +17.1% | -13.4% | +1.5% |
| 3M | +1.8% | -17.7% | +19.5% | +3.8% |
| 6M | -3.1% | -10.2% | +7.1% | -2.5% |
| YTD | +12.2% | +4.9% | +7.3% | +10.3% |
| 1Y | +9.1% | +36.1% | -27.0% | +3.7% |
| 3Y | +77.9% | +416.5% | -338.6% | +38.3% |
| 5Y | +78.1% | +254.8% | -176.7% | +42.2% |
| 10Y | +187.8% | +391.7% | -203.9% | +99.2% |
| All | +929.8% | +8,033.7% | -7,103.9% | +381.5% |
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