+625.9%
TEAM vs AEIS
+702.6%
-76.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.5% | -1.9% | +1.4% |
| 7D | -19.7% | +9.5% | -29.2% | -22.1% |
| 30D | -26.6% | -17.5% | -9.1% | -23.7% |
| 3M | -1.1% | -29.3% | +28.2% | +5.8% |
| 6M | +74.6% | -34.7% | +109.3% | +82.8% |
| YTD | -6.0% | +10.7% | -16.7% | -22.8% |
| 1Y | -3.2% | +7.4% | -10.6% | -19.9% |
| 3Y | -13.5% | +161.1% | -174.7% | -52.2% |
| 5Y | -65.5% | +150.7% | -216.2% | -80.8% |
| 10Y | +454.5% | +360.8% | +93.7% | +107.5% |
| All | +625.9% | +702.6% | -76.7% | +113.3% |
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 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