+625.2%
TEAM vs AEP
+239.5%
+385.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -16.9% | +2.5% | -19.4% | -17.1% |
| 30D | -26.8% | +3.4% | -30.2% | -27.0% |
| 3M | -1.9% | +4.2% | -6.1% | -2.3% |
| 6M | +79.2% | -0.8% | +80.0% | +79.0% |
| YTD | -6.1% | +15.2% | -21.3% | -8.5% |
| 1Y | -2.1% | +8.3% | -10.4% | -3.7% |
| 3Y | -13.6% | +84.2% | -97.8% | -24.6% |
| 5Y | -65.8% | +87.8% | -153.6% | -69.9% |
| 10Y | +454.0% | +204.4% | +249.5% | +417.0% |
| All | +625.2% | +239.5% | +385.7% | +760.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling