-17.9%
TMUS vs AEIS
+3.6%
-21.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.6% | -0.8% |
| 7D | +6.5% | +23.2% | -16.7% | +9.4% |
| 30D | +11.3% | -17.0% | +28.3% | +9.2% |
| 3M | -2.9% | -32.2% | +29.3% | -6.4% |
| 6M | -10.5% | -32.6% | +22.0% | -12.9% |
| YTD | -14.4% | +9.4% | -23.8% | -13.1% |
| 1Y | -17.9% | +7.7% | -25.6% | -16.7% |
| All | -17.9% | +3.6% | -21.5% | -16.7% |
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