+888.6%
AEIS vs TRU
+238.0%
+650.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.9% | +8.3% | +5.5% |
| 7D | +3.0% | -6.8% | +9.7% | +6.6% |
| 30D | -14.6% | 0.0% | -14.7% | -15.3% |
| 3M | -12.4% | +13.3% | -25.7% | -21.5% |
| 6M | -15.0% | +3.4% | -18.4% | -20.8% |
| YTD | +34.3% | -6.4% | +40.7% | +30.0% |
| 1Y | +87.4% | -9.7% | +97.1% | +82.4% |
| 3Y | +139.8% | +0.1% | +139.6% | +107.6% |
| 5Y | +220.7% | -34.0% | +254.8% | +258.6% |
| 10Y | +531.6% | +147.9% | +383.7% | +256.0% |
| All | +888.6% | +238.0% | +650.6% | +416.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling