-19.7%
TSCO vs AEP
+76.7%
-96.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -5.7% | -0.9% | -4.7% | -5.4% |
| 30D | -8.8% | -1.1% | -7.7% | -8.5% |
| 3M | +6.3% | -3.3% | +9.6% | +7.3% |
| 6M | -32.3% | -4.6% | -27.6% | -31.3% |
| YTD | -32.7% | +9.4% | -42.1% | -34.6% |
| 1Y | -43.7% | +16.9% | -60.6% | -46.6% |
| 3Y | -19.7% | +76.6% | -96.3% | -36.6% |
| All | -19.7% | +76.7% | -96.3% | -36.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling