+402.1%
AEIS vs TENB
-9.4%
+411.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -6.0% | +10.9% | +6.9% |
| 7D | +2.3% | -12.1% | +14.3% | +6.4% |
| 30D | -14.8% | -18.6% | +3.8% | -9.9% |
| 3M | -15.6% | +12.1% | -27.6% | -21.3% |
| 6M | -8.7% | +46.8% | -55.5% | -24.8% |
| YTD | +37.3% | +28.0% | +9.4% | +17.4% |
| 1Y | +80.3% | -1.4% | +81.7% | +70.3% |
| 3Y | +177.9% | -33.9% | +211.9% | +198.1% |
| 5Y | +235.8% | -34.6% | +270.5% | +233.5% |
| All | +402.1% | -9.4% | +411.5% | +253.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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