+8,128.2%
TD vs AEIS
+3,221.5%
+4,906.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +3.9% | +0.5% |
| 7D | +1.1% | +11.5% | -10.4% | -0.4% |
| 30D | +5.2% | -15.8% | +21.0% | +7.0% |
| 3M | +1.2% | -33.3% | +34.5% | +5.8% |
| 6M | +17.7% | -35.2% | +52.9% | +22.3% |
| YTD | +34.2% | +5.0% | +29.2% | +29.6% |
| 1Y | +55.4% | +8.5% | +47.0% | +49.4% |
| 3Y | +130.4% | +152.9% | -22.5% | +93.2% |
| 5Y | +101.8% | +144.6% | -42.8% | +67.7% |
| 10Y | +301.9% | +337.1% | -35.3% | +196.5% |
| All | +8,128.2% | +3,221.5% | +4,906.7% | +4,195.7% |
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