+0.1%
AEIS vs TMF
-22.6%
+22.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +0.1% | +11.2% | +11.3% |
| 7D | +1.0% | +0.6% | +0.4% | +1.0% |
| 30D | -24.0% | +16.3% | -40.3% | -26.6% |
| 3M | -32.5% | -2.7% | -29.8% | -30.7% |
| 6M | -38.6% | -13.2% | -25.4% | -34.3% |
| YTD | +4.8% | -16.7% | +21.5% | +12.6% |
| All | +0.1% | -22.6% | +22.7% | +11.1% |
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 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