+309.3%
TEL vs AEIS
+562.2%
-252.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.9% | -1.4% | +1.7% |
| 7D | +1.6% | +2.3% | -0.7% | +0.6% |
| 30D | -0.7% | -14.8% | +14.2% | +5.2% |
| 3M | +2.4% | -15.6% | +18.0% | +6.3% |
| 6M | +4.1% | -8.7% | +12.8% | +3.0% |
| YTD | -5.8% | +37.3% | -43.2% | -22.3% |
| 1Y | +0.9% | +80.3% | -79.5% | -26.5% |
| 3Y | +72.6% | +177.9% | -105.3% | +0.4% |
| 5Y | +57.5% | +235.8% | -178.3% | -17.6% |
| All | +309.3% | +562.2% | -252.9% | +37.1% |
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