+2,294.8%
AEP vs TAP
+813.1%
+1,481.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -0.8% | -4.5% | +3.7% | -0.1% |
| 30D | +4.9% | +7.5% | -2.6% | +3.6% |
| 3M | +4.9% | -4.9% | +9.7% | +5.5% |
| 6M | -0.3% | -3.5% | +3.2% | -0.1% |
| YTD | +14.3% | -11.4% | +25.7% | +15.8% |
| 1Y | +7.5% | -10.8% | +18.3% | +8.7% |
| 3Y | +82.6% | -24.5% | +107.1% | +88.5% |
| 5Y | +81.5% | +2.5% | +79.0% | +77.1% |
| 10Y | +203.2% | -47.6% | +250.8% | +217.2% |
| All | +2,294.8% | +813.1% | +1,481.7% | +1,725.1% |
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