+534.3%
AEP vs TRGP
+2,231.3%
-1,697.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.1% |
| 7D | +1.8% | +0.8% | +1.0% | +1.7% |
| 30D | -0.8% | +11.5% | -12.3% | -1.4% |
| 3M | -1.8% | +9.0% | -10.8% | -2.4% |
| 6M | -5.4% | +20.5% | -25.9% | -6.4% |
| YTD | +10.4% | +59.5% | -49.1% | +7.6% |
| 1Y | +18.2% | +77.9% | -59.8% | +14.3% |
| 3Y | +79.0% | +253.6% | -174.6% | +65.9% |
| 5Y | +64.8% | +615.5% | -550.6% | +47.4% |
| 10Y | +170.8% | +897.1% | -726.3% | +133.7% |
| All | +534.3% | +2,231.3% | -1,697.0% | +313.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling