-33.7%
TLT vs AEP
+68.7%
-102.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.8% | -0.1% |
| 7D | +0.4% | +2.0% | -1.6% | 0.0% |
| 30D | -0.3% | +0.5% | -0.8% | -0.4% |
| 3M | -1.7% | -0.3% | -1.4% | -1.8% |
| 6M | -4.9% | -3.5% | -1.4% | -4.5% |
| YTD | -2.8% | +11.3% | -14.1% | -5.1% |
| 1Y | -4.2% | +20.2% | -24.4% | -8.0% |
| 3Y | -1.1% | +79.8% | -80.9% | -12.8% |
| 5Y | -33.7% | +65.6% | -99.3% | -38.9% |
| All | -33.7% | +68.7% | -102.4% | -38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling