+129.5%
TLT vs AEP
+1,046.2%
-916.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.0% | +0.1% |
| 7D | -1.0% | +0.7% | -1.8% | -1.0% |
| 30D | +4.1% | +4.8% | -0.7% | +4.3% |
| 3M | -0.4% | +5.4% | -5.7% | -0.2% |
| 6M | -3.2% | +0.4% | -3.5% | -3.1% |
| YTD | -3.5% | +15.5% | -19.0% | -3.0% |
| 1Y | -5.8% | +8.5% | -14.3% | -5.5% |
| 3Y | +4.6% | +84.6% | -80.0% | +7.4% |
| 5Y | -34.4% | +86.9% | -121.3% | -32.3% |
| 10Y | -11.4% | +205.1% | -216.6% | -4.7% |
| All | +129.5% | +1,046.2% | -916.7% | +175.7% |
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