+320.5%
TMUS vs AEIS
+1,144.3%
-823.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.4% | -5.9% | -4.0% |
| 7D | +0.1% | +3.0% | -2.9% | -0.6% |
| 30D | +5.3% | -14.6% | +19.9% | +8.4% |
| 3M | +3.1% | -12.4% | +15.6% | +3.3% |
| 6M | -16.5% | -15.0% | -1.5% | -17.2% |
| YTD | -9.2% | +34.3% | -43.5% | -20.0% |
| 1Y | -26.5% | +87.4% | -113.8% | -41.2% |
| 3Y | +39.0% | +139.8% | -100.8% | -1.1% |
| 5Y | +40.4% | +220.7% | -180.4% | -11.1% |
| 10Y | +303.7% | +531.6% | -227.9% | +83.0% |
| All | +320.5% | +1,144.3% | -823.8% | +5.6% |
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 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