+8.5%
AEE vs TAP
-14.5%
+23.0%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.2% | +0.1% |
| 7D | +0.3% | -2.3% | +2.6% | +0.7% |
| 30D | -2.3% | -2.1% | -0.1% | -2.0% |
| 3M | +0.2% | +6.6% | -6.4% | -0.6% |
| 6M | -4.7% | -11.5% | +6.7% | -4.1% |
| YTD | +8.1% | -10.3% | +18.4% | +8.6% |
| 1Y | +8.5% | -14.4% | +22.9% | +8.4% |
| All | +8.5% | -14.5% | +23.0% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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