+84.8%
AEIS vs TAP
-19.6%
+104.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.4% |
| 7D | +6.5% | -5.1% | +11.5% | +4.7% |
| 30D | -9.2% | -8.4% | -0.7% | -11.3% |
| 3M | -8.3% | -3.9% | -4.4% | -8.8% |
| 6M | -6.3% | -14.4% | +8.0% | -5.5% |
| YTD | +36.5% | -14.7% | +51.2% | +39.5% |
| 1Y | +84.8% | -18.7% | +103.4% | +82.0% |
| All | +84.8% | -19.6% | +104.4% | +82.0% |
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