-25.6%
TGT vs AEIS
+219.6%
-245.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | -0.2% |
| 7D | -5.0% | -0.2% | -4.8% | -5.0% |
| 30D | +3.0% | -16.4% | +19.5% | +6.7% |
| 3M | +22.6% | -11.1% | +33.8% | +22.1% |
| 6M | +31.2% | -12.0% | +43.2% | +28.8% |
| YTD | +63.7% | +30.9% | +32.8% | +39.6% |
| 1Y | +78.5% | +74.3% | +4.2% | +36.4% |
| 3Y | +40.5% | +165.2% | -124.6% | -11.8% |
| 5Y | -25.6% | +220.0% | -245.6% | -59.3% |
| All | -25.6% | +219.6% | -245.1% | -59.3% |
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