+203.6%
TGT vs AEIS
+562.2%
-358.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.9% | -4.9% | -0.9% |
| 7D | -5.2% | +2.3% | -7.5% | -5.7% |
| 30D | +1.2% | -14.8% | +16.0% | +3.9% |
| 3M | +18.4% | -15.6% | +34.0% | +19.9% |
| 6M | +33.4% | -8.7% | +42.2% | +31.2% |
| YTD | +63.8% | +37.3% | +26.5% | +45.1% |
| 1Y | +77.2% | +80.3% | -3.2% | +46.0% |
| 3Y | +41.8% | +177.9% | -136.2% | +2.8% |
| 5Y | -25.5% | +235.8% | -261.4% | -49.0% |
| All | +203.6% | +562.2% | -358.6% | +55.7% |
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