+1,682.3%
AEP vs TSEM
-21.0%
+1,703.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.2% |
| 7D | +2.5% | +20.5% | -18.1% | +2.1% |
| 30D | +3.4% | -29.0% | +32.3% | +4.0% |
| 3M | +4.2% | -39.4% | +43.6% | +5.1% |
| 6M | -0.8% | -28.5% | +27.7% | -0.7% |
| YTD | +15.2% | +34.4% | -19.2% | +13.6% |
| 1Y | +8.3% | +48.3% | -40.0% | +6.5% |
| 3Y | +84.2% | +543.5% | -459.4% | +74.3% |
| 5Y | +87.8% | +331.4% | -243.6% | +78.9% |
| 10Y | +204.4% | +881.1% | -676.7% | +182.1% |
| All | +1,682.3% | -21.0% | +1,703.2% | +1,486.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling