+67.6%
AEP vs TT
+140.2%
-72.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.3% |
| 7D | +1.8% | 0.0% | +1.8% | +1.8% |
| 30D | -0.8% | -7.2% | +6.4% | +0.2% |
| 3M | -1.8% | -3.0% | +1.1% | -1.6% |
| 6M | -5.4% | +1.4% | -6.7% | -5.9% |
| YTD | +10.4% | +15.9% | -5.4% | +7.5% |
| 1Y | +18.2% | +9.4% | +8.7% | +15.8% |
| 3Y | +79.0% | +124.4% | -45.4% | +44.5% |
| All | +67.6% | +140.2% | -72.5% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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