+349.0%
TECK vs AEIS
+562.2%
-213.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.9% | -4.1% | -1.3% |
| 7D | -3.8% | +2.3% | -6.1% | -4.7% |
| 30D | +0.7% | -14.8% | +15.6% | +7.3% |
| 3M | +4.6% | -15.6% | +20.2% | +9.4% |
| 6M | +25.1% | -8.7% | +33.8% | +24.6% |
| YTD | +39.2% | +37.3% | +1.8% | +14.4% |
| 1Y | +60.3% | +80.3% | -20.0% | +14.8% |
| 3Y | +62.9% | +177.9% | -115.0% | -8.6% |
| 5Y | +181.5% | +235.8% | -54.4% | +37.8% |
| All | +349.0% | +562.2% | -213.2% | +55.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling