+802.8%
TEAM vs AEP
+225.4%
+577.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.5% | -2.6% |
| 7D | -0.4% | +1.8% | -2.2% | -0.6% |
| 30D | +67.3% | -0.8% | +68.1% | +67.4% |
| 3M | +86.8% | -1.8% | +88.6% | +86.8% |
| 6M | +146.8% | -5.4% | +152.2% | +147.4% |
| YTD | +16.9% | +10.4% | +6.5% | +14.3% |
| 1Y | +12.8% | +18.2% | -5.4% | +8.9% |
| 3Y | -7.3% | +79.0% | -86.2% | -19.0% |
| 5Y | -50.7% | +64.8% | -115.5% | -56.0% |
| 10Y | +529.8% | +170.8% | +359.0% | +481.9% |
| All | +802.8% | +225.4% | +577.3% | +975.0% |
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