+170.8%
AEP vs TSEM
+1,289.9%
-1,119.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +3.0% | -0.9% |
| 7D | -1.0% | +0.9% | -1.9% | -1.0% |
| 30D | -0.1% | -16.6% | +16.5% | +0.3% |
| 3M | -3.2% | -10.9% | +7.7% | -3.3% |
| 6M | -5.3% | +78.0% | -83.3% | -7.4% |
| YTD | +9.5% | +77.2% | -67.7% | +6.9% |
| 1Y | +17.5% | +207.6% | -190.1% | +12.5% |
| 3Y | +77.0% | +637.8% | -560.9% | +61.3% |
| 5Y | +66.4% | +617.0% | -550.6% | +50.1% |
| All | +170.8% | +1,289.9% | -1,119.1% | +118.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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