+87.8%
AEP vs TSN
-16.4%
+104.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | 0.0% |
| 7D | +2.5% | -1.4% | +3.9% | +2.8% |
| 30D | +3.4% | +10.2% | -6.8% | +1.0% |
| 3M | +4.2% | +7.2% | -3.0% | +2.3% |
| 6M | -0.8% | -10.6% | +9.8% | +1.6% |
| YTD | +15.2% | +3.7% | +11.5% | +13.3% |
| 1Y | +8.3% | +13.5% | -5.2% | +3.9% |
| 3Y | +84.2% | +40.1% | +44.1% | +65.1% |
| 5Y | +87.8% | -14.5% | +102.3% | +84.5% |
| All | +87.8% | -16.4% | +104.2% | +84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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