+90.8%
AEP vs TSEM
+595.4%
-504.7%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.2% |
| 7D | +2.5% | +20.5% | -18.1% | +2.9% |
| 30D | +3.4% | -29.0% | +32.3% | +2.7% |
| 3M | +4.2% | -39.4% | +43.6% | +3.2% |
| 6M | -0.8% | -28.5% | +27.7% | -0.9% |
| YTD | +15.2% | +34.4% | -19.2% | +17.9% |
| 1Y | +8.3% | +48.3% | -40.0% | +11.3% |
| All | +90.8% | +595.4% | -504.7% | +94.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling