+887.0%
AEE vs TAP
+342.0%
+545.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | +3.0% | -4.5% | +7.5% | +4.1% |
| 30D | +11.2% | +7.5% | +3.8% | +9.2% |
| 3M | +7.0% | -4.9% | +11.9% | +7.9% |
| 6M | +5.7% | -3.5% | +9.2% | +6.1% |
| YTD | +16.2% | -11.4% | +27.7% | +18.6% |
| 1Y | +12.0% | -10.8% | +22.8% | +14.0% |
| 3Y | +63.4% | -24.5% | +87.8% | +71.3% |
| 5Y | +56.0% | +2.5% | +53.6% | +50.6% |
| 10Y | +217.4% | -47.6% | +264.9% | +239.6% |
| All | +887.0% | +342.0% | +545.0% | +601.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling