+80.3%
AEIS vs TW
-14.2%
+94.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.0% | +5.9% | +4.6% |
| 7D | +2.3% | -4.5% | +6.7% | +0.9% |
| 30D | -14.8% | -2.3% | -12.6% | -15.4% |
| 3M | -15.6% | +2.6% | -18.2% | -15.4% |
| 6M | -8.7% | -17.5% | +8.8% | -9.3% |
| YTD | +37.3% | -5.3% | +42.6% | +36.6% |
| 1Y | +80.3% | -14.8% | +95.1% | +71.1% |
| All | +80.3% | -14.2% | +94.6% | +71.1% |
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