+74.2%
AEP vs TXG
+21.5%
+52.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.7% | -4.0% | +0.6% |
| 7D | +2.0% | +9.4% | -7.4% | +1.7% |
| 30D | +0.5% | +26.1% | -25.6% | -0.3% |
| 3M | -0.3% | +124.8% | -125.1% | -3.2% |
| 6M | -3.5% | +215.2% | -218.7% | -7.6% |
| YTD | +11.3% | +302.2% | -290.9% | +5.3% |
| 1Y | +20.2% | +370.9% | -350.7% | +12.7% |
| 3Y | +79.8% | +38.5% | +41.3% | +77.2% |
| 5Y | +65.6% | -64.4% | +129.9% | +68.9% |
| All | +74.2% | +21.5% | +52.8% | +46.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling