+443.6%
TEAM vs AEP
+207.1%
+236.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -2.4% | +2.9% | -5.3% | -2.7% |
| 30D | -26.7% | +3.2% | -29.9% | -27.0% |
| 3M | -9.6% | +3.8% | -13.4% | -10.0% |
| 6M | +86.0% | +2.5% | +83.5% | +85.0% |
| YTD | -7.5% | +15.5% | -23.0% | -10.3% |
| 1Y | -1.4% | +9.6% | -11.0% | -3.5% |
| 3Y | -14.3% | +91.2% | -105.5% | -27.3% |
| 5Y | -66.3% | +88.2% | -154.5% | -71.0% |
| All | +443.6% | +207.1% | +236.5% | +375.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling