+728.9%
AEP vs TRI
+518.6%
+210.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.5% | +7.2% | +2.6% |
| 7D | +2.0% | -7.1% | +9.1% | +4.0% |
| 30D | +0.5% | -2.3% | +2.8% | +0.8% |
| 3M | -0.3% | +19.6% | -19.9% | -6.9% |
| 6M | -3.5% | -8.7% | +5.2% | -3.3% |
| YTD | +11.3% | -22.3% | +33.5% | +15.9% |
| 1Y | +20.2% | -40.7% | +60.9% | +36.6% |
| 3Y | +79.8% | -17.8% | +97.5% | +78.7% |
| 5Y | +65.6% | -8.5% | +74.1% | +56.9% |
| 10Y | +169.3% | +192.6% | -23.3% | +65.4% |
| All | +728.9% | +518.6% | +210.2% | +159.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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