+195.0%
AEE vs TAP
-51.4%
+246.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.2% |
| 7D | +1.1% | -5.1% | +6.1% | +2.4% |
| 30D | 0.0% | -8.4% | +8.5% | +2.2% |
| 3M | -0.9% | -3.9% | +3.0% | -0.1% |
| 6M | -2.4% | -14.4% | +12.0% | +1.2% |
| YTD | +8.6% | -14.7% | +23.4% | +12.5% |
| 1Y | +10.2% | -18.7% | +28.8% | +15.2% |
| 3Y | +47.8% | -32.6% | +80.5% | +61.3% |
| 5Y | +40.1% | -1.4% | +41.5% | +35.3% |
| 10Y | +195.0% | -50.4% | +245.4% | +208.7% |
| All | +195.0% | -51.4% | +246.4% | +208.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling