+303.8%
TD vs AEIS
+562.2%
-258.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.9% | -4.2% | -0.3% |
| 7D | -0.5% | +2.3% | -2.8% | -1.1% |
| 30D | -1.9% | -14.8% | +12.9% | +1.0% |
| 3M | +4.8% | -15.6% | +20.3% | +6.7% |
| 6M | +28.0% | -8.7% | +36.7% | +27.0% |
| YTD | +30.3% | +37.3% | -7.0% | +17.6% |
| 1Y | +59.8% | +80.3% | -20.6% | +34.6% |
| 3Y | +124.7% | +177.9% | -53.2% | +65.4% |
| 5Y | +127.0% | +235.8% | -108.9% | +55.1% |
| All | +303.8% | +562.2% | -258.4% | +112.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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