+15.7%
TFC vs AEIS
+6.8%
+8.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.5% | -4.5% | -0.2% |
| 7D | -1.2% | +9.5% | -10.7% | -1.6% |
| 30D | +7.8% | -17.5% | +25.3% | +8.7% |
| 3M | -3.0% | -29.3% | +26.3% | -1.3% |
| 6M | +5.8% | -34.7% | +40.5% | +7.4% |
| YTD | +5.3% | +10.7% | -5.4% | +1.8% |
| 1Y | +15.7% | +7.4% | +8.3% | +12.2% |
| All | +15.7% | +6.8% | +8.9% | +12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling