+317.8%
TMUS vs AEIS
+545.5%
-227.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -2.3% |
| 7D | -5.3% | +6.5% | -11.8% | -6.1% |
| 30D | +0.1% | -9.2% | +9.3% | +1.0% |
| 3M | -0.6% | -8.3% | +7.7% | -1.1% |
| 6M | -17.5% | -6.3% | -11.2% | -19.1% |
| YTD | -11.3% | +36.5% | -47.8% | -18.6% |
| 1Y | -25.4% | +84.8% | -110.2% | -35.7% |
| 3Y | +35.5% | +176.6% | -141.1% | +4.0% |
| 5Y | +41.9% | +237.1% | -195.2% | +0.8% |
| 10Y | +317.8% | +554.7% | -236.9% | +116.6% |
| All | +317.8% | +545.5% | -227.7% | +116.6% |
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