+17.5%
AEP vs TSEM
+220.1%
-202.6%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +3.0% | -1.0% |
| 7D | -1.0% | +0.9% | -1.9% | -1.0% |
| 30D | -0.1% | -16.6% | +16.5% | -0.2% |
| 3M | -3.2% | -10.9% | +7.7% | -3.3% |
| 6M | -5.3% | +78.0% | -83.3% | -5.9% |
| YTD | +9.5% | +77.2% | -67.7% | +8.4% |
| 1Y | +17.5% | +207.6% | -190.1% | +14.2% |
| All | +17.5% | +220.1% | -202.6% | +14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling