-53.4%
TE vs AEIS
+289.4%
-342.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -4.1% | -2.6% | -4.7% |
| 7D | +0.9% | -0.2% | +1.1% | +1.2% |
| 30D | -16.3% | -16.4% | +0.1% | -9.1% |
| 3M | -40.8% | -11.1% | -29.6% | -36.5% |
| 6M | -42.6% | -12.0% | -30.6% | -39.3% |
| YTD | -31.4% | +30.9% | -62.3% | -40.0% |
| 1Y | +144.9% | +74.3% | +70.6% | +90.5% |
| 3Y | -26.0% | +165.2% | -191.2% | -50.8% |
| 5Y | -48.5% | +220.0% | -268.5% | -67.2% |
| All | -53.4% | +289.4% | -342.7% | -70.5% |
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