-6.2%
TLT vs AEIS
+6.8%
-13.0%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.5% | -4.4% | 0.0% |
| 7D | -1.0% | +9.5% | -10.5% | -1.1% |
| 30D | +3.7% | -17.5% | +21.2% | +4.0% |
| 3M | -0.8% | -29.3% | +28.5% | -0.2% |
| 6M | -3.6% | -34.7% | +31.1% | -3.2% |
| YTD | -3.9% | +10.7% | -14.6% | -6.2% |
| 1Y | -6.2% | +7.4% | -13.6% | -8.3% |
| All | -6.2% | +6.8% | -13.0% | -8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling