+1,641.8%
TSM vs AEP
+206.3%
+1,435.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.1% | +3.2% | +4.2% |
| 7D | +4.4% | +0.7% | +3.7% | +4.4% |
| 30D | -7.0% | +4.8% | -11.8% | -7.2% |
| 3M | -1.8% | +5.4% | -7.2% | -2.1% |
| 6M | +2.7% | +0.4% | +2.3% | +2.6% |
| YTD | +37.1% | +15.5% | +21.6% | +35.4% |
| 1Y | +43.5% | +8.5% | +34.9% | +42.4% |
| 3Y | +341.5% | +84.6% | +256.9% | +309.1% |
| 5Y | +278.9% | +86.9% | +192.0% | +248.3% |
| 10Y | +1,641.8% | +205.1% | +1,436.6% | +1,388.7% |
| All | +1,641.8% | +206.3% | +1,435.5% | +1,388.7% |
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 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