+152.9%
AEIS vs TW
+44.1%
+108.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.8% | -4.8% | -3.9% |
| 7D | +11.5% | +3.9% | +7.6% | +11.9% |
| 30D | -15.8% | +19.9% | -35.7% | -14.6% |
| 3M | -33.3% | +25.9% | -59.3% | -32.2% |
| 6M | -35.2% | +21.1% | -56.3% | -33.8% |
| YTD | +5.0% | +23.9% | -18.9% | +6.5% |
| 1Y | +8.5% | +21.2% | -12.8% | +10.3% |
| 3Y | +152.9% | +44.8% | +108.1% | +163.6% |
| All | +152.9% | +44.1% | +108.8% | +163.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling