+2,766.8%
AEIS vs TAP
+728.1%
+2,038.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.5% |
| 7D | +3.0% | -2.3% | +5.3% | +3.6% |
| 30D | -14.6% | -2.1% | -12.5% | -14.4% |
| 3M | -12.4% | +6.6% | -19.1% | -14.9% |
| 6M | -15.0% | -11.5% | -3.5% | -13.4% |
| YTD | +34.3% | -10.3% | +44.6% | +35.9% |
| 1Y | +87.4% | -14.4% | +101.8% | +91.6% |
| 3Y | +139.8% | -28.3% | +168.1% | +154.8% |
| 5Y | +220.7% | +1.7% | +219.0% | +204.6% |
| 10Y | +531.6% | -49.2% | +580.8% | +590.1% |
| All | +2,766.8% | +728.1% | +2,038.8% | +1,711.0% |
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 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