+349.8%
AEIS vs TMF
-83.0%
+432.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +0.1% | +11.2% | +11.3% |
| 7D | +1.0% | +0.6% | +0.4% | +1.1% |
| 30D | -24.0% | +16.3% | -40.3% | -23.1% |
| 3M | -32.5% | -2.7% | -29.8% | -32.4% |
| 6M | -38.6% | -13.2% | -25.4% | -39.0% |
| YTD | +4.8% | -16.7% | +21.5% | +3.8% |
| 1Y | +1.3% | -22.7% | +24.1% | -0.3% |
| 3Y | +159.2% | -26.1% | +185.3% | +157.6% |
| 5Y | +140.8% | -88.4% | +229.2% | +77.6% |
| 10Y | +349.8% | -81.8% | +431.6% | +322.1% |
| All | +349.8% | -83.0% | +432.8% | +322.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling