+10.6%
TMO vs AEP
+64.8%
-54.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -0.6% | -0.9% | +0.3% | -0.4% |
| 30D | +1.1% | -1.1% | +2.2% | +1.4% |
| 3M | +28.3% | -3.3% | +31.6% | +29.5% |
| 6M | +23.3% | -4.6% | +27.9% | +24.5% |
| YTD | +5.5% | +9.4% | -4.0% | +1.8% |
| 1Y | +24.5% | +16.9% | +7.6% | +17.3% |
| 3Y | +19.6% | +76.6% | -57.1% | -5.4% |
| All | +10.6% | +64.8% | -54.2% | -9.3% |
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