-12.9%
TEAM vs AEP
+85.6%
-98.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +3.0% |
| 7D | -19.7% | +0.7% | -20.5% | -19.5% |
| 30D | -26.6% | +4.8% | -31.4% | -25.1% |
| 3M | -1.1% | +5.4% | -6.4% | +1.3% |
| 6M | +74.6% | +0.4% | +74.2% | +76.3% |
| YTD | -6.0% | +15.5% | -21.5% | -2.1% |
| 1Y | -3.2% | +8.5% | -11.8% | 0.0% |
| All | -12.9% | +85.6% | -98.5% | -23.4% |
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