+68.0%
AEP vs TW
+20.2%
+47.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +0.9% | -0.5% | +1.4% | +0.9% |
| 30D | +1.5% | -0.6% | +2.1% | +1.5% |
| 3M | -1.7% | +3.4% | -5.1% | -2.2% |
| 6M | -4.0% | -18.4% | +14.4% | -2.0% |
| YTD | +10.6% | -3.9% | +14.5% | +10.4% |
| 1Y | +18.6% | -13.3% | +32.0% | +20.1% |
| 3Y | +78.7% | +20.8% | +57.9% | +72.6% |
| All | +68.0% | +20.2% | +47.8% | +52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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