+2,263.7%
AEIS vs TAP
+711.5%
+1,552.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.7% | +5.2% | +4.7% |
| 7D | +9.5% | -8.0% | +17.5% | +11.8% |
| 30D | -17.5% | +4.1% | -21.6% | -19.1% |
| 3M | -29.3% | -4.4% | -24.9% | -29.4% |
| 6M | -34.7% | -1.9% | -32.8% | -35.9% |
| YTD | +10.7% | -12.1% | +22.8% | +11.4% |
| 1Y | +7.4% | -12.0% | +19.4% | +7.9% |
| 3Y | +161.1% | -25.0% | +186.1% | +171.1% |
| 5Y | +150.7% | -1.1% | +151.8% | +137.4% |
| 10Y | +360.8% | -47.6% | +408.5% | +394.7% |
| All | +2,263.7% | +711.5% | +1,552.2% | +1,384.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling