+320.5%
TMUS vs AEP
+435.0%
-114.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.4% |
| 7D | +0.1% | +1.8% | -1.7% | -0.8% |
| 30D | +5.3% | -0.8% | +6.1% | +5.6% |
| 3M | +3.1% | -1.8% | +5.0% | +3.8% |
| 6M | -16.5% | -5.4% | -11.1% | -14.5% |
| YTD | -9.2% | +10.4% | -19.6% | -14.1% |
| 1Y | -26.5% | +18.2% | -44.6% | -33.1% |
| 3Y | +39.0% | +79.0% | -39.9% | +0.2% |
| 5Y | +40.4% | +64.8% | -24.5% | +4.1% |
| 10Y | +303.7% | +170.8% | +132.9% | +111.3% |
| All | +320.5% | +435.0% | -114.5% | +32.7% |
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