+14.5%
TFC vs AEIS
+238.7%
-224.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.5% |
| 7D | -1.3% | +6.5% | -7.8% | -3.1% |
| 30D | -2.3% | -9.2% | +6.8% | -0.2% |
| 3M | +2.5% | -8.3% | +10.8% | +1.7% |
| 6M | +9.5% | -6.3% | +15.8% | +5.8% |
| YTD | +5.1% | +36.5% | -31.4% | -12.6% |
| 1Y | +15.5% | +84.8% | -69.3% | -16.2% |
| 3Y | +95.2% | +176.6% | -81.4% | +13.9% |
| 5Y | +14.5% | +237.1% | -222.6% | -40.6% |
| All | +14.5% | +238.7% | -224.3% | -40.6% |
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