+49.5%
TXN vs AEP
+17.4%
+32.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.1% | +3.9% | +3.8% |
| 7D | +4.0% | -0.9% | +4.9% | +4.0% |
| 30D | -2.9% | -1.1% | -1.8% | -2.8% |
| 3M | -9.1% | -3.3% | -5.8% | -9.7% |
| 6M | +36.6% | -4.6% | +41.3% | +35.6% |
| YTD | +57.5% | +9.4% | +48.1% | +60.0% |
| 1Y | +49.5% | +16.9% | +32.6% | +50.8% |
| All | +49.5% | +17.4% | +32.2% | +50.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling