+2,276.7%
AEP vs TAP
+813.1%
+1,463.6%
-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% | -0.7% | -0.4% |
| 7D | -1.6% | -4.5% | +3.0% | -0.8% |
| 30D | +4.1% | +7.5% | -3.4% | +2.8% |
| 3M | +4.1% | -4.9% | +8.9% | +4.7% |
| 6M | -1.0% | -3.5% | +2.5% | -0.8% |
| YTD | +13.4% | -11.4% | +24.8% | +15.0% |
| 1Y | +6.7% | -10.8% | +17.5% | +7.9% |
| 3Y | +81.3% | -24.5% | +105.7% | +87.1% |
| 5Y | +80.1% | +2.5% | +77.6% | +75.8% |
| 10Y | +200.9% | -47.6% | +248.5% | +214.8% |
| All | +2,276.7% | +813.1% | +1,463.6% | +1,711.3% |
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 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