-12.9%
TEAM vs AEIS
+162.3%
-175.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.5% | -1.9% | +2.4% |
| 7D | -19.7% | +9.5% | -29.2% | -20.0% |
| 30D | -26.6% | -17.5% | -9.1% | -25.9% |
| 3M | -1.1% | -29.3% | +28.2% | +0.4% |
| 6M | +74.6% | -34.7% | +109.3% | +77.5% |
| YTD | -6.0% | +10.7% | -16.7% | -22.2% |
| 1Y | -3.2% | +7.4% | -10.6% | -19.3% |
| All | -12.9% | +162.3% | -175.2% | -56.7% |
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