+4,727.9%
TGT vs AEIS
+2,641.0%
+2,086.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.8% | -1.5% |
| 7D | -0.6% | +8.1% | -8.8% | -1.8% |
| 30D | +9.5% | -11.1% | +20.7% | +11.0% |
| 3M | +32.3% | -5.6% | +37.9% | +31.3% |
| 6M | +37.0% | -0.6% | +37.7% | +34.0% |
| YTD | +71.0% | +38.0% | +33.0% | +58.4% |
| 1Y | +85.0% | +87.2% | -2.2% | +63.0% |
| 3Y | +46.8% | +179.7% | -132.9% | +20.2% |
| 5Y | -22.7% | +241.7% | -264.5% | -39.1% |
| 10Y | +216.3% | +547.2% | -330.9% | +115.5% |
| All | +4,727.9% | +2,641.0% | +2,086.8% | +1,906.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling