-19.8%
TLT vs AEIS
+545.5%
-565.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.6% |
| 7D | -0.3% | +6.5% | -6.7% | -0.1% |
| 30D | 0.0% | -9.2% | +9.2% | -0.2% |
| 3M | -2.9% | -8.3% | +5.5% | -2.9% |
| 6M | -6.3% | -6.3% | +0.1% | -6.1% |
| YTD | -3.3% | +36.5% | -39.9% | -2.1% |
| 1Y | -4.2% | +84.8% | -89.0% | -2.0% |
| 3Y | -1.7% | +176.6% | -178.3% | +2.2% |
| 5Y | -34.9% | +237.1% | -272.0% | -31.1% |
| 10Y | -19.8% | +554.7% | -574.5% | -11.9% |
| All | -19.8% | +545.5% | -565.3% | -11.9% |
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