+87.4%
AEIS vs TW
-15.9%
+103.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.7% |
| 7D | +3.0% | -2.3% | +5.3% | +2.2% |
| 30D | -14.6% | +3.9% | -18.6% | -13.6% |
| 3M | -12.4% | +5.7% | -18.1% | -11.2% |
| 6M | -15.0% | -14.5% | -0.4% | -14.5% |
| YTD | +34.3% | -0.9% | +35.2% | +35.5% |
| 1Y | +87.4% | -13.5% | +100.9% | +68.1% |
| All | +87.4% | -15.9% | +103.3% | +68.1% |
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