+177.7%
AEP vs TXT
+100.3%
+77.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | +0.9% | +0.8% | +0.1% | +0.7% |
| 30D | +1.5% | -10.4% | +11.9% | +3.5% |
| 3M | -1.7% | -14.3% | +12.7% | +0.9% |
| 6M | -4.0% | -15.1% | +11.1% | -1.5% |
| YTD | +10.6% | -8.3% | +18.9% | +11.8% |
| 1Y | +18.6% | -0.7% | +19.3% | +18.1% |
| 3Y | +78.7% | +6.0% | +72.7% | +73.4% |
| 5Y | +65.1% | +12.5% | +52.6% | +56.2% |
| 10Y | +177.7% | +103.2% | +74.5% | +108.2% |
| All | +177.7% | +100.3% | +77.5% | +108.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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