+66.4%
AEP vs TXG
-64.0%
+130.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.9% |
| 7D | -1.0% | +5.0% | -6.0% | -1.1% |
| 30D | -0.1% | +13.5% | -13.6% | -0.4% |
| 3M | -3.2% | +128.0% | -131.2% | -5.3% |
| 6M | -5.3% | +224.4% | -229.7% | -8.4% |
| YTD | +9.5% | +307.0% | -297.5% | +5.1% |
| 1Y | +17.5% | +427.2% | -409.7% | +11.6% |
| 3Y | +77.0% | +40.2% | +36.8% | +77.1% |
| 5Y | +66.4% | -64.0% | +130.4% | +56.8% |
| All | +66.4% | -64.0% | +130.4% | +56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling