+537.0%
TDG vs AEIS
+562.2%
-25.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.9% | -3.7% | -0.3% |
| 7D | -1.9% | +2.3% | -4.1% | -2.6% |
| 30D | -7.7% | -14.8% | +7.1% | -3.6% |
| 3M | -9.3% | -15.6% | +6.3% | -7.4% |
| 6M | -9.4% | -8.7% | -0.7% | -11.7% |
| YTD | -14.3% | +37.3% | -51.6% | -28.7% |
| 1Y | -11.8% | +80.3% | -92.2% | -34.9% |
| 3Y | +52.0% | +177.9% | -126.0% | -10.7% |
| 5Y | +128.8% | +235.8% | -107.0% | +20.2% |
| All | +537.0% | +562.2% | -25.2% | +125.3% |
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