+214.9%
AEIS vs TPG
+78.6%
+136.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.9% | +2.8% | +0.9% |
| 7D | +6.5% | -6.5% | +13.0% | +10.0% |
| 30D | -9.2% | +0.1% | -9.3% | -10.0% |
| 3M | -8.3% | +14.5% | -22.9% | -15.4% |
| 6M | -6.3% | +17.3% | -23.7% | -15.5% |
| YTD | +36.5% | -20.5% | +57.0% | +49.6% |
| 1Y | +84.8% | -13.2% | +98.0% | +91.3% |
| 3Y | +176.6% | +87.7% | +88.9% | +88.5% |
| All | +214.9% | +78.6% | +136.3% | +97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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