+66.4%
AEP vs TRU
-36.7%
+103.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.8% | -1.0% |
| 7D | -1.0% | -9.4% | +8.4% | -0.2% |
| 30D | -0.1% | -4.1% | +4.0% | +0.2% |
| 3M | -3.2% | +13.6% | -16.8% | -4.4% |
| 6M | -5.3% | +3.6% | -8.9% | -5.9% |
| YTD | +9.5% | -9.8% | +19.4% | +10.0% |
| 1Y | +17.5% | -13.6% | +31.1% | +18.3% |
| 3Y | +77.0% | -2.0% | +78.9% | +71.2% |
| 5Y | +66.4% | -35.8% | +102.2% | +60.1% |
| All | +66.4% | -36.7% | +103.0% | +60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling