+241.7%
AEIS vs TAP
0.0%
+241.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.1% | +6.9% | +3.5% |
| 7D | +8.1% | -2.3% | +10.4% | +8.5% |
| 30D | -11.1% | -9.4% | -1.7% | -9.7% |
| 3M | -5.6% | -0.8% | -4.8% | -6.6% |
| 6M | -0.6% | -14.7% | +14.1% | +2.2% |
| YTD | +38.0% | -13.9% | +52.0% | +41.3% |
| 1Y | +87.2% | -18.6% | +105.9% | +94.4% |
| 3Y | +179.7% | -32.0% | +211.7% | +203.0% |
| 5Y | +241.7% | -1.0% | +242.7% | +214.9% |
| All | +241.7% | 0.0% | +241.8% | +214.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling