+111.0%
AEIS vs TMF
-88.0%
+198.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.2% | +6.3% | +6.1% |
| 7D | -11.3% | +1.2% | -12.5% | -11.3% |
| 30D | -32.6% | +19.7% | -52.3% | -33.3% |
| 3M | -39.2% | -2.1% | -37.1% | -39.1% |
| 6M | -45.4% | -13.4% | -31.9% | -45.0% |
| YTD | -5.8% | -16.7% | +10.9% | -5.0% |
| 1Y | -10.0% | -23.3% | +13.4% | -8.9% |
| 3Y | +121.2% | -24.8% | +146.0% | +122.6% |
| All | +111.0% | -88.0% | +198.9% | +78.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling