+65.1%
AEP vs TSEM
+654.3%
-589.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.6% |
| 7D | +0.9% | +4.7% | -3.8% | +1.0% |
| 30D | +1.5% | -14.2% | +15.7% | +1.3% |
| 3M | -1.7% | -5.0% | +3.4% | -1.6% |
| 6M | -4.0% | +87.6% | -91.6% | -2.6% |
| YTD | +10.6% | +84.4% | -73.8% | +12.3% |
| 1Y | +18.6% | +235.4% | -216.8% | +22.1% |
| 3Y | +78.7% | +668.0% | -589.3% | +84.6% |
| 5Y | +65.1% | +644.7% | -579.7% | +73.1% |
| All | +65.1% | +654.3% | -589.3% | +73.1% |
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