-19.1%
TE vs AEIS
+172.0%
-191.2%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.9% | -2.1% |
| 7D | +15.0% | +6.5% | +8.5% | +9.8% |
| 30D | -7.5% | -9.2% | +1.6% | -1.7% |
| 3M | -42.0% | -8.3% | -33.6% | -38.0% |
| 6M | -31.4% | -6.3% | -25.1% | -31.4% |
| YTD | -26.5% | +36.5% | -63.0% | -48.5% |
| 1Y | +153.1% | +84.8% | +68.3% | +36.0% |
| All | -19.1% | +172.0% | -191.2% | -65.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling