-53.2%
TE vs AEIS
+299.6%
-352.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | +0.1% |
| 7D | -4.0% | +3.0% | -6.9% | -5.3% |
| 30D | -15.9% | -14.6% | -1.3% | -9.7% |
| 3M | -60.5% | -12.4% | -48.1% | -57.3% |
| 6M | -35.2% | -15.0% | -20.2% | -30.6% |
| YTD | -31.1% | +34.3% | -65.4% | -40.6% |
| 1Y | +148.6% | +87.4% | +61.3% | +86.9% |
| 3Y | -26.4% | +139.8% | -166.2% | -50.2% |
| 5Y | -48.0% | +220.7% | -268.8% | -67.3% |
| All | -53.2% | +299.6% | -352.7% | -70.8% |
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