+411.0%
TSM vs AEP
+80.6%
+330.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.6% | +2.6% |
| 7D | +6.0% | +2.0% | +4.0% | +6.6% |
| 30D | +4.5% | +0.5% | +4.0% | +4.7% |
| 3M | +3.1% | -0.3% | +3.4% | +3.1% |
| 6M | +30.2% | -3.5% | +33.7% | +29.2% |
| YTD | +45.2% | +11.3% | +33.9% | +50.2% |
| 1Y | +79.6% | +20.2% | +59.3% | +91.2% |
| 3Y | +411.0% | +79.8% | +331.2% | +493.2% |
| All | +411.0% | +80.6% | +330.4% | +493.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 AEP 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