+8.6%
AEIS vs TCOM
-39.6%
+48.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +3.2% | -14.3% | -10.7% |
| 7D | -12.7% | +10.7% | -23.4% | -11.6% |
| 30D | -28.8% | +10.1% | -38.9% | -28.0% |
| 3M | -38.0% | -8.9% | -29.1% | -37.7% |
| 6M | -45.3% | -19.2% | -26.1% | -43.4% |
| YTD | +1.1% | -40.6% | +41.8% | +3.6% |
| 1Y | +8.6% | -39.0% | +47.7% | +9.5% |
| All | +8.6% | -39.6% | +48.3% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 1y: compounded portfolio wealth divided by compounded TCOM 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…
1y analysis · Full analysis span regression · 6 months rolling