+335.2%
AEIS vs TAP
-46.0%
+381.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.2% | -7.2% | -4.9% |
| 7D | +11.5% | +1.3% | +10.2% | +11.0% |
| 30D | -15.8% | +5.7% | -21.5% | -18.0% |
| 3M | -33.3% | -1.9% | -31.4% | -33.9% |
| 6M | -35.2% | +0.9% | -36.1% | -37.1% |
| YTD | +5.0% | -9.5% | +14.5% | +5.2% |
| 1Y | +8.5% | -9.0% | +17.4% | +8.2% |
| 3Y | +152.9% | -22.2% | +175.1% | +162.4% |
| 5Y | +144.6% | +1.2% | +143.4% | +122.6% |
| All | +335.2% | -46.0% | +381.2% | +305.5% |
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 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