+2,232.5%
AEIS vs TMF
-69.2%
+2,301.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.2% | +6.3% | +6.1% |
| 7D | -11.3% | +1.2% | -12.5% | -11.0% |
| 30D | -32.6% | +19.7% | -52.3% | -30.3% |
| 3M | -39.2% | -2.1% | -37.1% | -39.0% |
| 6M | -45.4% | -13.4% | -31.9% | -46.4% |
| YTD | -5.8% | -16.7% | +10.9% | -8.2% |
| 1Y | -10.0% | -23.3% | +13.4% | -13.5% |
| 3Y | +121.2% | -24.8% | +146.0% | +116.9% |
| 5Y | +110.6% | -88.0% | +198.7% | +41.1% |
| 10Y | +326.6% | -84.7% | +411.3% | +246.4% |
| All | +2,232.5% | -69.2% | +2,301.7% | +2,990.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling