+176.3%
AEIS vs TRU
-2.1%
+178.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.9% |
| 7D | +6.5% | -6.5% | +12.9% | +8.5% |
| 30D | -9.2% | -2.5% | -6.7% | -9.0% |
| 3M | -8.3% | +10.4% | -18.7% | -13.8% |
| 6M | -6.3% | +1.6% | -8.0% | -9.7% |
| YTD | +36.5% | -9.7% | +46.2% | +37.0% |
| 1Y | +84.8% | -17.3% | +102.0% | +92.1% |
| All | +176.3% | -2.1% | +178.4% | +170.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling