+111.0%
AEIS vs TAP
+2.0%
+109.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -4.5% | +10.6% | +6.5% |
| 7D | -11.3% | +0.5% | -11.8% | -11.5% |
| 30D | -32.6% | +9.1% | -41.7% | -33.7% |
| 3M | -39.2% | -3.8% | -35.4% | -39.1% |
| 6M | -45.4% | -3.4% | -41.9% | -45.6% |
| YTD | -5.8% | -10.6% | +4.8% | -4.6% |
| 1Y | -10.0% | -4.4% | -5.6% | -10.9% |
| 3Y | +121.2% | -24.4% | +145.5% | +131.7% |
| All | +111.0% | +2.0% | +109.0% | +96.4% |
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