+63.1%
T vs AEP
+82.5%
-19.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.3% | +0.5% |
| 7D | +2.6% | -0.8% | +3.4% | +2.9% |
| 30D | -1.1% | +4.9% | -6.0% | -3.0% |
| 3M | -7.7% | +4.9% | -12.6% | -9.7% |
| 6M | -10.6% | -0.3% | -10.4% | -10.5% |
| YTD | -7.5% | +14.3% | -21.7% | -12.6% |
| 1Y | -7.4% | +7.5% | -14.9% | -10.3% |
| 3Y | +63.1% | +82.6% | -19.6% | +29.6% |
| All | +63.1% | +82.5% | -19.4% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 3y: compounded portfolio wealth divided by compounded AEP 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…
3y analysis · Full analysis span regression · 6 months rolling