+251.3%
AEP vs TRU
+238.0%
+13.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.9% | +5.8% | +0.7% |
| 7D | +1.8% | -6.8% | +8.5% | +2.8% |
| 30D | -0.8% | 0.0% | -0.8% | -0.9% |
| 3M | -1.8% | +13.3% | -15.1% | -3.9% |
| 6M | -5.4% | +3.4% | -8.8% | -6.4% |
| YTD | +10.4% | -6.4% | +16.8% | +10.5% |
| 1Y | +18.2% | -9.7% | +27.8% | +18.4% |
| 3Y | +79.0% | +0.1% | +78.8% | +69.9% |
| 5Y | +64.8% | -34.0% | +98.9% | +67.4% |
| 10Y | +170.8% | +147.9% | +23.0% | +119.8% |
| All | +251.3% | +238.0% | +13.4% | +182.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling