+628.5%
AEIS vs TDY
+6,954.6%
-6,326.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.3% |
| 7D | +6.5% | -1.8% | +8.3% | +7.4% |
| 30D | -9.2% | -13.8% | +4.6% | -2.1% |
| 3M | -8.3% | -3.9% | -4.5% | -5.7% |
| 6M | -6.3% | -9.0% | +2.7% | -0.4% |
| YTD | +36.5% | +16.5% | +20.0% | +28.5% |
| 1Y | +84.8% | +9.3% | +75.5% | +79.4% |
| 3Y | +176.6% | +45.1% | +131.5% | +135.0% |
| 5Y | +237.1% | +35.0% | +202.1% | +197.7% |
| 10Y | +554.7% | +469.0% | +85.7% | +213.1% |
| All | +628.5% | +6,954.6% | -6,326.1% | +116.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling