+25.4%
TMO vs AEIS
+6.2%
+19.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -11.1% | +12.3% | +1.3% |
| 7D | +0.3% | -12.7% | +13.0% | +0.4% |
| 30D | +4.3% | -28.8% | +33.2% | +4.4% |
| 3M | +25.1% | -38.0% | +63.1% | +25.4% |
| 6M | +52.9% | -45.3% | +98.2% | +55.2% |
| YTD | +22.2% | +1.1% | +21.1% | +13.4% |
| 1Y | +25.4% | +8.6% | +16.7% | +15.9% |
| All | +25.4% | +6.2% | +19.1% | +15.9% |
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 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