-49.3%
TE vs AEIS
+232.6%
-281.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.9% | -4.3% | -3.1% |
| 7D | +0.2% | +2.3% | -2.0% | -1.4% |
| 30D | -5.9% | -14.8% | +8.9% | +5.4% |
| 3M | -45.6% | -15.6% | -30.0% | -38.2% |
| 6M | -43.4% | -8.7% | -34.7% | -42.0% |
| YTD | -31.0% | +37.3% | -68.3% | -50.5% |
| 1Y | +145.2% | +80.3% | +64.9% | +41.0% |
| 3Y | -24.1% | +177.9% | -202.0% | -69.4% |
| All | -49.3% | +232.6% | -281.9% | -82.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling