+8.6%
AEIS vs TMF
-23.9%
+32.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +2.5% | -13.6% | -11.1% |
| 7D | -12.7% | +4.0% | -16.7% | -12.8% |
| 30D | -28.8% | +19.5% | -48.3% | -30.7% |
| 3M | -38.0% | -3.5% | -34.5% | -36.4% |
| 6M | -45.3% | -10.6% | -34.7% | -42.8% |
| YTD | +1.1% | -17.1% | +18.2% | +7.2% |
| 1Y | +8.6% | -24.3% | +32.9% | +9.5% |
| All | +8.6% | -23.9% | +32.5% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 1y: compounded portfolio wealth divided by compounded TMF 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…
1y analysis · Full analysis span regression · 6 months rolling