-20.8%
TLT vs AEP
+175.2%
-196.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.1% |
| 7D | -1.6% | -1.0% | -0.6% | -1.5% |
| 30D | -1.3% | -0.1% | -1.2% | -1.3% |
| 3M | -3.7% | -3.2% | -0.5% | -3.6% |
| 6M | -6.4% | -5.3% | -1.1% | -6.1% |
| YTD | -4.5% | +9.5% | -14.0% | -4.9% |
| 1Y | -5.9% | +17.5% | -23.4% | -6.7% |
| 3Y | -2.8% | +77.0% | -79.8% | -4.9% |
| 5Y | -35.1% | +66.4% | -101.5% | -36.1% |
| All | -20.8% | +175.2% | -196.0% | -30.1% |
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