+71.3%
AEP vs TXG
+27.0%
+44.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.3% | -3.4% | -0.2% |
| 7D | -0.9% | +9.5% | -10.4% | -1.2% |
| 30D | -1.1% | +18.8% | -19.8% | -1.6% |
| 3M | -3.3% | +136.1% | -139.4% | -6.2% |
| 6M | -4.6% | +235.2% | -239.9% | -9.0% |
| YTD | +9.4% | +320.5% | -311.1% | +3.4% |
| 1Y | +16.9% | +425.2% | -408.3% | +9.2% |
| 3Y | +76.6% | +42.9% | +33.7% | +74.0% |
| 5Y | +66.2% | -62.8% | +129.0% | +69.4% |
| All | +71.3% | +27.0% | +44.3% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 10y: compounded portfolio wealth divided by compounded TXG 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…
10y analysis · Full analysis span regression · 6 months rolling