+97.1%
AEP vs TW
+211.4%
-114.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.0% | +3.8% | +1.1% |
| 7D | +2.0% | -3.5% | +5.5% | +2.5% |
| 30D | +0.5% | +0.5% | 0.0% | +0.4% |
| 3M | -0.3% | +4.9% | -5.3% | -1.3% |
| 6M | -3.5% | -17.1% | +13.6% | -1.3% |
| YTD | +11.3% | -3.9% | +15.1% | +11.1% |
| 1Y | +20.2% | -13.3% | +33.5% | +21.9% |
| 3Y | +79.8% | +20.9% | +58.9% | +71.6% |
| 5Y | +65.6% | +20.5% | +45.1% | +55.2% |
| All | +97.1% | +211.4% | -114.3% | +63.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling