+20,427.4%
TXN vs AEP
+2,240.6%
+18,186.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | 0.0% |
| 7D | +2.2% | +2.0% | +0.2% | +1.6% |
| 30D | -9.5% | +0.5% | -10.0% | -9.7% |
| 3M | -10.5% | -0.3% | -10.2% | -10.8% |
| 6M | +35.4% | -3.5% | +38.8% | +36.4% |
| YTD | +51.8% | +11.3% | +40.5% | +46.1% |
| 1Y | +42.9% | +20.2% | +22.7% | +33.8% |
| 3Y | +71.3% | +79.8% | -8.4% | +38.9% |
| 5Y | +58.0% | +65.6% | -7.6% | +30.6% |
| 10Y | +393.3% | +169.3% | +224.0% | +243.2% |
| All | +20,427.4% | +2,240.6% | +18,186.8% | +5,406.5% |
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