+231.8%
AEIS vs TDY
+39.0%
+192.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.2% | +3.7% | +3.8% |
| 7D | +2.3% | -1.1% | +3.4% | +3.3% |
| 30D | -14.8% | -12.0% | -2.8% | -4.1% |
| 3M | -15.6% | -3.2% | -12.4% | -11.9% |
| 6M | -8.7% | -7.9% | -0.8% | 0.0% |
| YTD | +37.3% | +18.2% | +19.1% | +22.4% |
| 1Y | +80.3% | +6.7% | +73.7% | +74.4% |
| 3Y | +177.9% | +47.5% | +130.4% | +104.0% |
| All | +231.8% | +39.0% | +192.8% | +139.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling