+12,759.1%
TDG vs AEIS
+1,960.8%
+10,798.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.4% |
| 7D | -2.4% | +6.5% | -8.9% | -4.1% |
| 30D | -8.0% | -9.2% | +1.2% | -6.0% |
| 3M | -10.5% | -8.3% | -2.1% | -10.8% |
| 6M | -11.9% | -6.3% | -5.6% | -14.2% |
| YTD | -15.4% | +36.5% | -51.9% | -26.8% |
| 1Y | -14.2% | +84.8% | -99.0% | -33.1% |
| 3Y | +51.0% | +176.6% | -125.5% | -0.1% |
| 5Y | +126.5% | +237.1% | -110.6% | +38.4% |
| 10Y | +535.6% | +554.7% | -19.1% | +200.8% |
| All | +12,759.1% | +1,960.8% | +10,798.3% | +3,407.4% |
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