-25.0%
TEVA vs AEIS
+562.2%
-587.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.9% | -2.9% | +0.6% |
| 7D | +2.0% | +2.3% | -0.3% | +1.3% |
| 30D | +1.0% | -14.8% | +15.8% | +5.1% |
| 3M | +7.3% | -15.6% | +22.9% | +9.2% |
| 6M | +21.7% | -8.7% | +30.4% | +18.4% |
| YTD | +18.8% | +37.3% | -18.5% | -0.3% |
| 1Y | +86.5% | +80.3% | +6.1% | +42.5% |
| 3Y | +269.4% | +177.9% | +91.5% | +133.3% |
| 5Y | +303.6% | +235.8% | +67.8% | +129.0% |
| All | -25.0% | +562.2% | -587.2% | -71.8% |
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