+87.4%
AEIS vs TRU
-7.3%
+94.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.9% | +8.3% | +1.4% |
| 7D | +3.0% | -6.8% | +9.7% | +1.8% |
| 30D | -14.6% | 0.0% | -14.7% | -14.5% |
| 3M | -12.4% | +13.3% | -25.7% | -11.0% |
| 6M | -15.0% | +3.4% | -18.4% | -13.5% |
| YTD | +34.3% | -6.4% | +40.7% | +38.2% |
| 1Y | +87.4% | -9.7% | +97.1% | +93.9% |
| All | +87.4% | -7.3% | +94.7% | +93.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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