+7,930.8%
TD vs AEIS
+4,147.1%
+3,783.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.8% | -1.7% |
| 7D | +0.3% | +3.0% | -2.6% | -0.1% |
| 30D | +0.4% | -14.6% | +15.0% | +2.4% |
| 3M | +7.6% | -12.4% | +20.1% | +8.4% |
| 6M | +25.0% | -15.0% | +40.0% | +25.8% |
| YTD | +31.0% | +34.3% | -3.3% | +23.5% |
| 1Y | +65.2% | +87.4% | -22.2% | +48.2% |
| 3Y | +122.5% | +139.8% | -17.3% | +89.3% |
| 5Y | +124.8% | +220.7% | -95.9% | +81.6% |
| 10Y | +298.2% | +531.6% | -233.4% | +182.5% |
| All | +7,930.8% | +4,147.1% | +3,783.7% | +3,993.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling