+240.8%
TMUS vs AEP
+194.7%
+46.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | +9.5% | -1.6% | +11.1% | +10.1% |
| 30D | +13.8% | +4.1% | +9.7% | +12.2% |
| 3M | -4.6% | +4.1% | -8.6% | -6.0% |
| 6M | -11.7% | -1.0% | -10.7% | -11.6% |
| YTD | -15.4% | +13.4% | -28.8% | -19.5% |
| 1Y | -16.1% | +6.7% | -22.8% | -18.4% |
| 3Y | +20.5% | +81.3% | -60.8% | -4.6% |
| 5Y | +48.7% | +80.1% | -31.4% | +17.5% |
| 10Y | +240.8% | +200.9% | +39.9% | +147.5% |
| All | +240.8% | +194.7% | +46.1% | +147.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling