+8,096.9%
TMO vs AEP
+2,204.2%
+5,892.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.5% | -0.1% |
| 7D | -2.5% | -1.0% | -1.5% | -2.1% |
| 30D | -0.3% | -0.1% | -0.2% | -0.3% |
| 3M | +25.3% | -3.2% | +28.5% | +26.5% |
| 6M | +20.9% | -5.3% | +26.1% | +22.5% |
| YTD | +4.3% | +9.5% | -5.2% | +0.5% |
| 1Y | +27.0% | +17.5% | +9.5% | +19.2% |
| 3Y | +17.5% | +77.0% | -59.5% | -5.3% |
| 5Y | +6.9% | +66.4% | -59.4% | -12.5% |
| 10Y | +332.0% | +175.1% | +156.9% | +191.7% |
| All | +8,096.9% | +2,204.2% | +5,892.7% | +2,805.8% |
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