+239.9%
TMUS vs AEIS
+350.2%
-110.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.6% | -0.5% |
| 7D | +6.5% | +23.2% | -16.7% | +4.1% |
| 30D | +11.3% | -17.0% | +28.3% | +12.9% |
| 3M | -2.9% | -32.2% | +29.3% | +0.5% |
| 6M | -10.5% | -32.6% | +22.0% | -8.6% |
| YTD | -14.4% | +9.4% | -23.8% | -20.2% |
| 1Y | -17.9% | +7.7% | -25.6% | -23.4% |
| 3Y | +21.9% | +157.9% | -136.1% | -7.8% |
| 5Y | +52.1% | +154.8% | -102.6% | +11.6% |
| All | +239.9% | +350.2% | -110.3% | +85.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling