+46.6%
TEM vs AEIS
+169.8%
-123.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.9% | -4.5% | -2.5% |
| 7D | -8.7% | +2.3% | -10.9% | -10.0% |
| 30D | +8.1% | -14.8% | +22.9% | +17.5% |
| 3M | +19.0% | -15.6% | +34.6% | +24.0% |
| 6M | +12.0% | -8.7% | +20.7% | +4.3% |
| YTD | -0.1% | +37.3% | -37.4% | -39.0% |
| 1Y | -33.5% | +80.3% | -113.9% | -70.7% |
| All | +46.6% | +169.8% | -123.2% | -59.7% |
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 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