+177.7%
AEP vs TAP
-51.4%
+229.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | +0.9% | -5.1% | +6.0% | +2.1% |
| 30D | +1.5% | -8.4% | +9.9% | +3.4% |
| 3M | -1.7% | -3.9% | +2.3% | -1.1% |
| 6M | -4.0% | -14.4% | +10.3% | -1.0% |
| YTD | +10.6% | -14.7% | +25.3% | +13.9% |
| 1Y | +18.6% | -18.7% | +37.3% | +23.2% |
| 3Y | +78.7% | -32.6% | +111.3% | +92.6% |
| 5Y | +65.1% | -1.4% | +66.5% | +59.7% |
| 10Y | +177.7% | -50.4% | +228.1% | +189.3% |
| All | +177.7% | -51.4% | +229.1% | +189.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling