+215.0%
AEE vs TAP
-46.0%
+261.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.2% | -2.1% | +0.2% |
| 7D | +1.7% | +1.3% | +0.4% | +1.3% |
| 30D | +9.7% | +5.7% | +4.0% | +7.9% |
| 3M | +5.9% | -1.9% | +7.8% | +6.1% |
| 6M | +6.7% | +0.9% | +5.8% | +5.8% |
| YTD | +17.4% | -9.5% | +26.9% | +19.3% |
| 1Y | +12.7% | -9.0% | +21.6% | +14.2% |
| 3Y | +68.2% | -22.2% | +90.5% | +76.3% |
| 5Y | +57.3% | +1.2% | +56.1% | +50.8% |
| All | +215.0% | -46.0% | +261.0% | +211.1% |
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