-33.7%
TLT vs AEIS
+228.8%
-262.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.1% |
| 7D | +0.4% | +8.1% | -7.7% | +0.3% |
| 30D | -0.3% | -11.1% | +10.8% | -0.1% |
| 3M | -1.7% | -5.6% | +3.9% | -1.8% |
| 6M | -4.9% | -0.6% | -4.3% | -5.2% |
| YTD | -2.8% | +38.0% | -40.8% | -3.7% |
| 1Y | -4.2% | +87.2% | -91.4% | -5.7% |
| 3Y | -1.1% | +179.7% | -180.8% | -4.0% |
| 5Y | -33.7% | +241.7% | -275.5% | -35.4% |
| All | -33.7% | +228.8% | -262.5% | -35.4% |
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 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