+547.2%
AEIS vs TMF
-86.8%
+634.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +2.9% | +2.8% |
| 7D | +8.1% | +1.0% | +7.2% | +8.2% |
| 30D | -11.1% | -1.8% | -9.3% | -11.2% |
| 3M | -5.6% | -8.2% | +2.6% | -6.1% |
| 6M | -0.6% | -19.5% | +18.9% | -2.1% |
| YTD | +38.0% | -16.0% | +54.0% | +36.4% |
| 1Y | +87.2% | -22.5% | +109.7% | +84.1% |
| 3Y | +179.7% | -42.3% | +222.0% | +169.7% |
| 5Y | +241.7% | -87.7% | +329.4% | +158.6% |
| 10Y | +547.2% | -86.5% | +633.7% | +505.6% |
| All | +547.2% | -86.8% | +634.0% | +505.6% |
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