+41.7%
TGT vs AEIS
+160.8%
-119.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | -0.5% |
| 7D | -5.0% | -0.2% | -4.8% | -5.0% |
| 30D | +3.0% | -16.4% | +19.5% | +5.6% |
| 3M | +22.6% | -11.1% | +33.8% | +22.0% |
| 6M | +31.2% | -12.0% | +43.2% | +29.0% |
| YTD | +63.7% | +30.9% | +32.8% | +42.7% |
| 1Y | +78.5% | +74.3% | +4.2% | +41.1% |
| All | +41.7% | +160.8% | -119.1% | -7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling