+6,411.5%
TRV vs AEP
+2,240.6%
+4,170.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.3% |
| 7D | +0.5% | +2.0% | -1.5% | -0.4% |
| 30D | -4.9% | +0.5% | -5.4% | -5.1% |
| 3M | +23.7% | -0.3% | +24.1% | +23.8% |
| 6M | +20.3% | -3.5% | +23.8% | +21.9% |
| YTD | +27.1% | +11.3% | +15.8% | +20.8% |
| 1Y | +35.3% | +20.2% | +15.1% | +24.2% |
| 3Y | +139.8% | +79.8% | +60.0% | +82.4% |
| 5Y | +153.9% | +65.6% | +88.3% | +97.3% |
| 10Y | +285.9% | +169.3% | +116.6% | +139.4% |
| All | +6,411.5% | +2,240.6% | +4,170.9% | +1,438.2% |
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