+176.3%
AEIS vs TCOM
+8.5%
+167.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -0.6% |
| 7D | +6.5% | -10.2% | +16.6% | +8.3% |
| 30D | -9.2% | -16.8% | +7.6% | -6.4% |
| 3M | -8.3% | -16.7% | +8.3% | -6.0% |
| 6M | -6.3% | -27.1% | +20.7% | -1.0% |
| YTD | +36.5% | -45.5% | +82.0% | +52.3% |
| 1Y | +84.8% | -45.9% | +130.6% | +106.5% |
| All | +176.3% | +8.5% | +167.8% | +164.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling