+170.5%
AEP vs TRGP
+863.3%
-692.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | -0.1% |
| 7D | -0.9% | +0.1% | -1.0% | -0.9% |
| 30D | -1.1% | +8.0% | -9.1% | -1.4% |
| 3M | -3.3% | +8.3% | -11.5% | -3.6% |
| 6M | -4.6% | +23.9% | -28.5% | -5.5% |
| YTD | +9.4% | +59.6% | -50.2% | +7.2% |
| 1Y | +16.9% | +79.4% | -62.5% | +14.0% |
| 3Y | +76.6% | +269.4% | -192.8% | +66.6% |
| 5Y | +66.2% | +641.6% | -575.5% | +53.8% |
| All | +170.5% | +863.3% | -692.8% | +155.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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