+75.7%
TFC vs AEIS
+332.3%
-256.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.0% | +5.2% | +2.4% |
| 7D | +2.3% | +11.5% | -9.2% | -1.2% |
| 30D | +10.8% | -15.8% | +26.6% | +14.5% |
| 3M | -3.8% | -33.3% | +29.6% | +5.7% |
| 6M | +9.6% | -35.2% | +44.8% | +17.6% |
| YTD | +5.8% | +5.0% | +0.8% | -6.4% |
| 1Y | +16.2% | +8.5% | +7.7% | +1.3% |
| 3Y | +96.0% | +152.9% | -56.9% | +19.3% |
| 5Y | +1.7% | +144.6% | -142.9% | -39.0% |
| All | +75.7% | +332.3% | -256.7% | -21.2% |
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 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