+2,214.6%
AEP vs TAP
+825.0%
+1,389.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | +1.8% | -2.3% | +4.1% | +2.2% |
| 30D | -0.8% | -2.1% | +1.3% | -0.5% |
| 3M | -1.8% | +6.6% | -8.4% | -3.0% |
| 6M | -5.4% | -11.5% | +6.1% | -3.8% |
| YTD | +10.4% | -10.3% | +20.7% | +11.9% |
| 1Y | +18.2% | -14.4% | +32.5% | +20.4% |
| 3Y | +79.0% | -28.3% | +107.2% | +86.5% |
| 5Y | +64.8% | +1.7% | +63.1% | +61.2% |
| 10Y | +170.8% | -49.2% | +220.1% | +185.0% |
| All | +2,214.6% | +825.0% | +1,389.6% | +1,663.1% |
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