+8.6%
AEIS vs TAP
+4.4%
+4.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +3.0% | -14.2% | -9.6% |
| 7D | -12.7% | +9.9% | -22.6% | -8.2% |
| 30D | -28.8% | +18.1% | -47.0% | -23.0% |
| 3M | -38.0% | +3.2% | -41.2% | -35.4% |
| 6M | -45.3% | +8.4% | -53.7% | -42.1% |
| YTD | +1.1% | -4.4% | +5.6% | +10.0% |
| 1Y | +8.6% | +3.2% | +5.4% | +11.5% |
| All | +8.6% | +4.4% | +4.3% | +11.5% |
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