+233.8%
AEIS vs TCOM
+23.1%
+210.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -0.4% |
| 7D | +6.5% | -10.2% | +16.6% | +8.7% |
| 30D | -9.2% | -16.8% | +7.6% | -5.9% |
| 3M | -8.3% | -16.7% | +8.3% | -5.6% |
| 6M | -6.3% | -27.1% | +20.7% | -0.6% |
| YTD | +36.5% | -45.5% | +82.0% | +53.4% |
| 1Y | +84.8% | -45.9% | +130.6% | +107.9% |
| 3Y | +176.6% | +9.8% | +166.8% | +156.9% |
| All | +233.8% | +23.1% | +210.7% | +187.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling