+59.7%
TEM vs AEIS
+171.2%
-111.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.3% | -2.2% |
| 7D | +3.2% | +8.1% | -4.9% | -1.5% |
| 30D | +23.5% | -11.1% | +34.7% | +30.5% |
| 3M | +32.3% | -5.6% | +38.0% | +26.4% |
| 6M | +23.0% | -0.6% | +23.7% | +6.6% |
| YTD | +8.9% | +38.0% | -29.2% | -33.7% |
| 1Y | -19.9% | +87.2% | -107.1% | -65.9% |
| All | +59.7% | +171.2% | -111.4% | -56.2% |
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