+87.4%
AEIS vs TAP
-14.5%
+101.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.4% |
| 7D | +3.0% | -2.3% | +5.3% | +2.2% |
| 30D | -14.6% | -2.1% | -12.5% | -14.9% |
| 3M | -12.4% | +6.6% | -19.1% | -11.3% |
| 6M | -15.0% | -11.5% | -3.5% | -12.6% |
| YTD | +34.3% | -10.3% | +44.6% | +39.4% |
| 1Y | +87.4% | -14.4% | +101.8% | +91.1% |
| All | +87.4% | -14.5% | +101.9% | +91.1% |
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 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