+290.8%
TMUS vs AEIS
+871.4%
-580.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +11.3% | -7.2% | +1.8% |
| 7D | +5.3% | +1.0% | +4.4% | +4.3% |
| 30D | +13.5% | -24.0% | +37.6% | +18.6% |
| 3M | -4.2% | -32.5% | +28.3% | +1.7% |
| 6M | -11.9% | -38.6% | +26.7% | -6.8% |
| YTD | -15.6% | +4.8% | -20.4% | -23.1% |
| 1Y | -16.8% | +1.3% | -18.1% | -23.8% |
| 3Y | +20.8% | +159.2% | -138.4% | -18.3% |
| 5Y | +48.0% | +140.8% | -92.8% | -1.7% |
| 10Y | +234.7% | +349.8% | -115.1% | +61.5% |
| All | +290.8% | +871.4% | -580.6% | +1.5% |
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