+554.7%
AEIS vs TAP
-51.4%
+606.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.8% |
| 7D | +6.5% | -5.1% | +11.5% | +8.1% |
| 30D | -9.2% | -8.4% | -0.7% | -7.0% |
| 3M | -8.3% | -3.9% | -4.4% | -8.5% |
| 6M | -6.3% | -14.4% | +8.0% | -3.1% |
| YTD | +36.5% | -14.7% | +51.2% | +40.9% |
| 1Y | +84.8% | -18.7% | +103.4% | +93.2% |
| 3Y | +176.6% | -32.6% | +209.2% | +205.4% |
| 5Y | +237.1% | -1.4% | +238.5% | +211.6% |
| 10Y | +554.7% | -50.4% | +605.1% | +548.1% |
| All | +554.7% | -51.4% | +606.0% | +548.1% |
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