+8.6%
AEIS vs TW
+20.8%
-12.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +1.0% | -12.2% | -10.7% |
| 7D | -12.7% | +6.0% | -18.7% | -10.5% |
| 30D | -28.8% | +18.6% | -47.4% | -24.0% |
| 3M | -38.0% | +26.5% | -64.6% | -32.1% |
| 6M | -45.3% | +13.1% | -58.4% | -40.5% |
| YTD | +1.1% | +18.5% | -17.4% | +9.6% |
| 1Y | +8.6% | +21.7% | -13.1% | +19.8% |
| All | +8.6% | +20.8% | -12.1% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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