-5.8%
TDG vs AEIS
+6.2%
-12.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -11.1% | +11.9% | +1.1% |
| 7D | +7.1% | -12.7% | +19.8% | +7.5% |
| 30D | +11.4% | -28.8% | +40.2% | +12.7% |
| 3M | -4.6% | -38.0% | +33.4% | -3.2% |
| 6M | +5.8% | -45.3% | +51.1% | +7.6% |
| YTD | -8.5% | +1.1% | -9.6% | -9.1% |
| 1Y | -5.8% | +8.6% | -14.4% | -5.3% |
| All | -5.8% | +6.2% | -12.1% | -5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling