+2,217.8%
AEP vs TROW
+14,176.2%
-11,958.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.3% |
| 7D | +0.9% | -1.5% | +2.4% | +1.1% |
| 30D | +1.5% | -5.3% | +6.8% | +2.4% |
| 3M | -1.7% | +2.9% | -4.6% | -2.3% |
| 6M | -4.0% | +22.2% | -26.2% | -7.4% |
| YTD | +10.6% | +8.1% | +2.5% | +8.7% |
| 1Y | +18.6% | +5.8% | +12.8% | +16.9% |
| 3Y | +78.7% | +14.0% | +64.7% | +71.8% |
| 5Y | +65.1% | -38.3% | +103.4% | +72.7% |
| 10Y | +177.7% | +131.7% | +46.1% | +130.0% |
| All | +2,217.8% | +14,176.2% | -11,958.4% | +1,144.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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