-14.6%
TEAM vs AEP
+80.6%
-95.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.7% | -7.7% | -6.7% |
| 7D | -5.7% | +2.0% | -7.7% | -5.1% |
| 30D | +18.3% | +0.5% | +17.8% | +18.6% |
| 3M | +80.2% | -0.3% | +80.5% | +80.1% |
| 6M | +111.0% | -3.5% | +114.4% | +110.0% |
| YTD | +8.8% | +11.3% | -2.5% | +9.9% |
| 1Y | +2.2% | +20.2% | -18.1% | +3.2% |
| 3Y | -14.6% | +79.8% | -94.4% | -27.8% |
| All | -14.6% | +80.6% | -95.2% | -27.8% |
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