+2,314.9%
AEP vs TSN
+1,041.5%
+1,273.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | +2.5% | -1.4% | +3.9% | +2.7% |
| 30D | +3.4% | +10.2% | -6.8% | +1.9% |
| 3M | +4.2% | +7.2% | -3.0% | +3.0% |
| 6M | -0.8% | -10.6% | +9.8% | +0.6% |
| YTD | +15.2% | +3.7% | +11.5% | +14.2% |
| 1Y | +8.3% | +13.5% | -5.2% | +5.8% |
| 3Y | +84.2% | +40.1% | +44.1% | +73.8% |
| 5Y | +87.8% | -14.5% | +102.3% | +88.9% |
| 10Y | +204.4% | +15.7% | +188.8% | +185.8% |
| All | +2,314.9% | +1,041.5% | +1,273.4% | +1,356.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling