+66.4%
AEP vs TSN
-18.6%
+85.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.3% |
| 7D | -1.0% | +1.4% | -2.3% | -1.3% |
| 30D | -0.1% | -6.2% | +6.1% | +1.3% |
| 3M | -3.2% | -5.7% | +2.5% | -2.2% |
| 6M | -5.3% | -11.4% | +6.1% | -3.1% |
| YTD | +9.5% | -8.2% | +17.7% | +10.9% |
| 1Y | +17.5% | -2.0% | +19.5% | +16.7% |
| 3Y | +77.0% | +11.9% | +65.1% | +67.6% |
| 5Y | +66.4% | -17.8% | +84.1% | +65.6% |
| All | +66.4% | -18.6% | +85.0% | +65.6% |
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