+294.4%
TD vs AEIS
+332.3%
-37.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +3.9% | +0.7% |
| 7D | +1.1% | +11.5% | -10.4% | -1.1% |
| 30D | +5.2% | -15.8% | +21.0% | +7.8% |
| 3M | +1.2% | -33.3% | +34.5% | +8.0% |
| 6M | +17.7% | -35.2% | +52.9% | +24.3% |
| YTD | +34.2% | +5.0% | +29.2% | +26.0% |
| 1Y | +55.4% | +8.5% | +47.0% | +44.7% |
| 3Y | +130.4% | +152.9% | -22.5% | +69.3% |
| 5Y | +101.8% | +144.6% | -42.8% | +45.3% |
| All | +294.4% | +332.3% | -37.9% | +122.3% |
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