+293.8%
TRV vs AEP
+175.2%
+118.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +1.0% |
| 7D | -1.5% | -1.0% | -0.5% | -1.0% |
| 30D | -1.8% | -0.1% | -1.7% | -1.8% |
| 3M | +21.6% | -3.2% | +24.8% | +23.2% |
| 6M | +22.5% | -5.3% | +27.7% | +25.1% |
| YTD | +28.1% | +9.5% | +18.6% | +22.5% |
| 1Y | +37.0% | +17.5% | +19.5% | +26.6% |
| 3Y | +141.9% | +77.0% | +64.9% | +83.1% |
| 5Y | +158.5% | +66.4% | +92.1% | +97.3% |
| All | +293.8% | +175.2% | +118.6% | +166.0% |
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