+4.1%
TLT vs AEP
+82.5%
-78.4%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.4% |
| 7D | -0.3% | -0.8% | +0.5% | -0.1% |
| 30D | +3.7% | +4.9% | -1.2% | +2.8% |
| 3M | -0.7% | +4.9% | -5.5% | -1.6% |
| 6M | -4.2% | -0.3% | -3.9% | -4.3% |
| YTD | -4.0% | +14.3% | -18.2% | -6.9% |
| 1Y | -5.8% | +7.5% | -13.3% | -7.5% |
| 3Y | +4.1% | +82.6% | -78.5% | -11.1% |
| All | +4.1% | +82.5% | -78.4% | -11.1% |
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 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