+1,608.3%
AEP vs TSEM
+11.3%
+1,597.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.8% | -8.0% | -0.3% |
| 7D | +1.8% | +6.9% | -5.1% | +1.6% |
| 30D | -0.8% | +5.3% | -6.1% | -1.0% |
| 3M | -1.8% | -14.9% | +13.1% | -1.8% |
| 6M | -5.4% | +80.0% | -85.4% | -7.0% |
| YTD | +10.4% | +89.4% | -78.9% | +8.3% |
| 1Y | +18.2% | +253.1% | -234.9% | +14.2% |
| 3Y | +79.0% | +642.1% | -563.2% | +69.3% |
| 5Y | +64.8% | +659.1% | -594.3% | +55.3% |
| 10Y | +170.8% | +1,291.4% | -1,120.5% | +149.6% |
| All | +1,608.3% | +11.3% | +1,597.0% | +1,412.8% |
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