-34.5%
TLT vs AEIS
+142.3%
-176.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | -0.4% |
| 7D | -3.1% | +11.5% | -14.6% | -3.2% |
| 30D | +1.0% | -15.8% | +16.8% | +1.2% |
| 3M | -2.7% | -33.3% | +30.6% | -2.1% |
| 6M | -4.1% | -35.2% | +31.0% | -3.7% |
| YTD | -5.4% | +5.0% | -10.4% | -6.0% |
| 1Y | -7.0% | +8.5% | -15.5% | -7.7% |
| 3Y | +2.8% | +152.9% | -150.1% | -0.6% |
| All | -34.5% | +142.3% | -176.9% | -37.2% |
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