+494.0%
TEAM vs AEP
+175.2%
+318.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.1% |
| 7D | -7.8% | -1.0% | -6.8% | -7.7% |
| 30D | +16.5% | -0.1% | +16.6% | +16.5% |
| 3M | +96.2% | -3.2% | +99.4% | +96.5% |
| 6M | +130.2% | -5.3% | +135.5% | +130.7% |
| YTD | +10.7% | +9.5% | +1.2% | +8.0% |
| 1Y | +3.0% | +17.5% | -14.5% | -1.1% |
| 3Y | -13.1% | +77.0% | -90.1% | -25.5% |
| 5Y | -52.7% | +66.4% | -119.1% | -58.7% |
| All | +494.0% | +175.2% | +318.8% | +423.1% |
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