+19.6%
TMO vs AEIS
+173.7%
-154.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.9% | -3.8% | +0.4% |
| 7D | -0.6% | +2.3% | -2.9% | -1.0% |
| 30D | +1.1% | -14.8% | +15.9% | +3.1% |
| 3M | +28.3% | -15.6% | +43.9% | +29.6% |
| 6M | +23.3% | -8.7% | +32.0% | +20.9% |
| YTD | +5.5% | +37.3% | -31.9% | -6.7% |
| 1Y | +24.5% | +80.3% | -55.8% | +1.9% |
| 3Y | +19.6% | +177.9% | -158.4% | -19.1% |
| All | +19.6% | +173.7% | -154.1% | -19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling