+551.6%
AEIS vs TDY
+479.2%
+72.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.2% | +3.7% | +3.9% |
| 7D | +2.3% | -1.1% | +3.4% | +3.2% |
| 30D | -14.8% | -12.0% | -2.8% | -4.9% |
| 3M | -15.6% | -3.2% | -12.4% | -12.2% |
| 6M | -8.7% | -7.9% | -0.8% | -0.4% |
| YTD | +37.3% | +18.2% | +19.1% | +22.2% |
| 1Y | +80.3% | +6.7% | +73.7% | +74.0% |
| 3Y | +177.9% | +47.5% | +130.4% | +105.2% |
| 5Y | +235.8% | +39.5% | +196.3% | +156.8% |
| All | +551.6% | +479.2% | +72.4% | +103.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling