+101.9%
TD vs AEIS
+145.4%
-43.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.2% |
| 7D | +0.6% | +23.2% | -22.6% | -2.6% |
| 30D | +5.0% | -17.0% | +22.0% | +7.2% |
| 3M | +1.1% | -32.2% | +33.2% | +6.2% |
| 6M | +16.5% | -32.6% | +49.0% | +20.9% |
| YTD | +34.3% | +9.4% | +24.9% | +26.7% |
| 1Y | +52.9% | +7.7% | +45.2% | +44.5% |
| 3Y | +132.2% | +157.9% | -25.7% | +76.6% |
| 5Y | +101.9% | +154.8% | -52.9% | +47.8% |
| All | +101.9% | +145.4% | -43.5% | +47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling