+1,100.0%
AEIS vs TCOM
+2,694.8%
-1,594.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +2.6% |
| 7D | +3.0% | -9.5% | +12.5% | +5.7% |
| 30D | -14.6% | -10.7% | -3.9% | -12.3% |
| 3M | -12.4% | -14.6% | +2.2% | -9.7% |
| 6M | -15.0% | -19.3% | +4.4% | -11.0% |
| YTD | +34.3% | -42.9% | +77.2% | +53.0% |
| 1Y | +87.4% | -43.8% | +131.2% | +114.4% |
| 3Y | +139.8% | +2.1% | +137.7% | +123.7% |
| 5Y | +220.7% | +31.2% | +189.5% | +158.0% |
| 10Y | +531.6% | -13.9% | +545.5% | +441.4% |
| All | +1,100.0% | +2,694.8% | -1,594.7% | +300.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling