+291.7%
TMUS vs AEP
+449.3%
-157.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | +9.5% | -1.6% | +11.1% | +10.4% |
| 30D | +13.8% | +4.1% | +9.7% | +11.6% |
| 3M | -4.6% | +4.1% | -8.6% | -6.6% |
| 6M | -11.7% | -1.0% | -10.7% | -11.6% |
| YTD | -15.4% | +13.4% | -28.8% | -21.1% |
| 1Y | -16.1% | +6.7% | -22.8% | -19.4% |
| 3Y | +20.5% | +81.3% | -60.8% | -13.6% |
| 5Y | +48.7% | +80.1% | -31.4% | +5.3% |
| 10Y | +240.8% | +200.9% | +39.9% | +67.5% |
| All | +291.7% | +449.3% | -157.7% | +21.9% |
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 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