+211.7%
AEP vs TSEM
+805.6%
-593.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.9% | +7.2% | +0.3% |
| 7D | +2.9% | +7.0% | -4.1% | +2.7% |
| 30D | +3.2% | -29.8% | +33.0% | +3.8% |
| 3M | +3.8% | -41.9% | +45.7% | +4.7% |
| 6M | +2.5% | -45.8% | +48.3% | +3.3% |
| YTD | +15.5% | +25.1% | -9.6% | +13.3% |
| 1Y | +9.6% | +48.2% | -38.6% | +6.9% |
| 3Y | +91.2% | +476.5% | -385.3% | +74.1% |
| 5Y | +88.2% | +301.4% | -213.2% | +74.0% |
| All | +211.7% | +805.6% | -593.9% | +154.3% |
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