+8.6%
AEIS vs TDY
+22.9%
-14.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -4.8% | -6.4% | -4.8% |
| 7D | -12.7% | -5.0% | -7.7% | -5.9% |
| 30D | -28.8% | +2.0% | -30.8% | -29.9% |
| 3M | -38.0% | -7.7% | -30.3% | -30.6% |
| 6M | -45.3% | -0.9% | -44.4% | -42.9% |
| YTD | +1.1% | +23.7% | -22.6% | -11.6% |
| 1Y | +8.6% | +23.6% | -15.0% | -4.9% |
| All | +8.6% | +22.9% | -14.3% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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