+87.8%
AEP vs TSEM
+333.8%
-246.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.2% |
| 7D | +2.5% | +20.5% | -18.1% | +2.7% |
| 30D | +3.4% | -29.0% | +32.3% | +2.9% |
| 3M | +4.2% | -39.4% | +43.6% | +3.6% |
| 6M | -0.8% | -28.5% | +27.7% | -0.9% |
| YTD | +15.2% | +34.4% | -19.2% | +16.3% |
| 1Y | +8.3% | +48.3% | -40.0% | +9.6% |
| 3Y | +84.2% | +543.5% | -459.4% | +87.7% |
| 5Y | +87.8% | +331.4% | -243.6% | +92.3% |
| All | +87.8% | +333.8% | -246.0% | +92.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling