-65.4%
TEAM vs AEIS
+142.3%
-207.8%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.0% | +2.5% | -0.6% |
| 7D | -2.4% | +11.5% | -13.9% | -5.0% |
| 30D | -26.7% | -15.8% | -11.0% | -24.4% |
| 3M | -9.6% | -33.3% | +23.7% | -2.4% |
| 6M | +86.0% | -35.2% | +121.2% | +93.4% |
| YTD | -7.5% | +5.0% | -12.5% | -28.9% |
| 1Y | -1.4% | +8.5% | -9.8% | -25.9% |
| 3Y | -14.3% | +152.9% | -167.2% | -66.0% |
| All | -65.4% | +142.3% | -207.8% | -87.9% |
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 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