+2,080.5%
TMO vs AEIS
+2,610.7%
-530.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.6% | +0.6% |
| 7D | -0.5% | +6.5% | -6.9% | -1.4% |
| 30D | +1.0% | -9.2% | +10.2% | +2.2% |
| 3M | +22.7% | -8.3% | +31.1% | +22.4% |
| 6M | +19.0% | -6.3% | +25.3% | +17.4% |
| YTD | +4.7% | +36.5% | -31.8% | -3.0% |
| 1Y | +26.0% | +84.8% | -58.8% | +10.9% |
| 3Y | +18.0% | +176.6% | -158.6% | -4.1% |
| 5Y | +8.0% | +237.1% | -229.1% | -15.8% |
| 10Y | +333.8% | +554.7% | -220.9% | +189.6% |
| All | +2,080.5% | +2,610.7% | -530.1% | +828.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling