+551.6%
AEIS vs TRU
+147.2%
+404.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.0% | +4.0% | +4.4% |
| 7D | +2.3% | -2.7% | +5.0% | +3.7% |
| 30D | -14.8% | -2.0% | -12.8% | -14.6% |
| 3M | -15.6% | +18.4% | -34.0% | -26.4% |
| 6M | -8.7% | +8.9% | -17.6% | -17.8% |
| YTD | +37.3% | -8.9% | +46.3% | +34.7% |
| 1Y | +80.3% | -15.9% | +96.2% | +83.4% |
| 3Y | +177.9% | -1.1% | +179.0% | +139.7% |
| 5Y | +235.8% | -35.2% | +271.0% | +284.9% |
| All | +551.6% | +147.2% | +404.5% | +262.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling