+10.8%
AEP vs TRU
+2.1%
+8.7%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.6% | -5.0% | -0.5% |
| 7D | +0.8% | +10.5% | -9.7% | +0.7% |
| 30D | +7.9% | +28.7% | -20.7% | +8.0% |
| 3M | +1.5% | +0.7% | +0.8% | +1.4% |
| 6M | -2.6% | +19.3% | -21.9% | -2.3% |
| YTD | +14.7% | -3.7% | +18.4% | +13.7% |
| 1Y | +10.8% | +3.4% | +7.4% | +10.3% |
| All | +10.8% | +2.1% | +8.7% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling