+283.6%
TJX vs AEIS
+562.2%
-278.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.9% | -5.3% | -1.3% |
| 7D | -4.6% | +2.3% | -6.8% | -5.1% |
| 30D | -17.2% | -14.8% | -2.3% | -14.8% |
| 3M | -24.9% | -15.6% | -9.3% | -23.9% |
| 6M | -19.7% | -8.7% | -11.0% | -20.9% |
| YTD | -17.2% | +37.3% | -54.5% | -26.5% |
| 1Y | -9.4% | +80.3% | -89.8% | -25.4% |
| 3Y | +43.1% | +177.9% | -134.9% | +1.2% |
| 5Y | +96.7% | +235.8% | -139.1% | +28.1% |
| All | +283.6% | +562.2% | -278.6% | +75.4% |
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