+454.9%
AEIS vs TW
+206.7%
+248.2%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.0% | +5.9% | +5.3% |
| 7D | +2.3% | -4.5% | +6.7% | +3.7% |
| 30D | -14.8% | -2.3% | -12.6% | -14.3% |
| 3M | -15.6% | +2.6% | -18.2% | -17.7% |
| 6M | -8.7% | -17.5% | +8.8% | -4.0% |
| YTD | +37.3% | -5.3% | +42.6% | +36.1% |
| 1Y | +80.3% | -14.8% | +95.1% | +85.6% |
| 3Y | +177.9% | +18.8% | +159.1% | +138.1% |
| 5Y | +235.8% | +20.7% | +215.1% | +176.5% |
| All | +454.9% | +206.7% | +248.2% | +228.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling