+284.0%
AEIS vs TENB
+22.6%
+261.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.8% |
| 7D | +11.5% | -3.3% | +14.8% | +12.7% |
| 30D | -15.8% | +6.9% | -22.7% | -17.7% |
| 3M | -33.3% | +1.8% | -35.1% | -35.3% |
| 6M | -35.2% | +98.1% | -133.2% | -51.6% |
| YTD | +5.0% | +73.2% | -68.2% | -19.9% |
| 1Y | +8.5% | +50.7% | -42.2% | -12.8% |
| 3Y | +152.9% | +9.3% | +143.6% | +126.7% |
| 5Y | +144.6% | -25.1% | +169.8% | +133.2% |
| All | +284.0% | +22.6% | +261.3% | +141.3% |
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