+551.6%
AEIS vs TCOM
-9.8%
+561.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.8% | +4.1% | +4.7% |
| 7D | +2.3% | -4.9% | +7.2% | +3.8% |
| 30D | -14.8% | -14.4% | -0.4% | -11.0% |
| 3M | -15.6% | -17.7% | +2.1% | -11.6% |
| 6M | -8.7% | -25.1% | +16.4% | -1.5% |
| YTD | +37.3% | -45.7% | +83.1% | +61.9% |
| 1Y | +80.3% | -47.9% | +128.2% | +115.4% |
| 3Y | +177.9% | +8.9% | +169.0% | +146.9% |
| 5Y | +235.8% | +26.9% | +209.0% | +156.7% |
| All | +551.6% | -9.8% | +561.4% | +412.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling