+2,214.6%
AEP vs TXT
+2,070.1%
+144.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +1.8% | -4.8% | +6.6% | +2.6% |
| 30D | -0.8% | -10.6% | +9.8% | +1.1% |
| 3M | -1.8% | -13.2% | +11.3% | +0.4% |
| 6M | -5.4% | -20.3% | +15.0% | -1.9% |
| YTD | +10.4% | -9.3% | +19.7% | +11.8% |
| 1Y | +18.2% | -2.7% | +20.8% | +18.1% |
| 3Y | +79.0% | +1.4% | +77.6% | +75.7% |
| 5Y | +64.8% | +9.6% | +55.3% | +57.9% |
| 10Y | +170.8% | +94.9% | +76.0% | +122.4% |
| All | +2,214.6% | +2,070.1% | +144.6% | +948.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling