+220.0%
AEIS vs TW
+19.6%
+200.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.7% | -4.0% |
| 7D | -0.2% | -2.7% | +2.5% | +0.4% |
| 30D | -16.4% | -1.7% | -14.7% | -16.2% |
| 3M | -11.1% | +1.6% | -12.7% | -12.6% |
| 6M | -12.0% | -17.7% | +5.7% | -8.0% |
| YTD | +30.9% | -4.3% | +35.2% | +29.7% |
| 1Y | +74.3% | -13.1% | +87.4% | +78.0% |
| 3Y | +165.2% | +20.3% | +144.9% | +126.0% |
| 5Y | +220.0% | +22.0% | +198.1% | +145.7% |
| All | +220.0% | +19.6% | +200.4% | +145.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling