+291.7%
TMUS vs AEIS
+882.0%
-590.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | 0.0% |
| 7D | +9.5% | -6.9% | +16.4% | +10.5% |
| 30D | +13.8% | -23.2% | +37.0% | +18.6% |
| 3M | -4.6% | -29.5% | +24.9% | +0.4% |
| 6M | -11.7% | -37.9% | +26.2% | -6.8% |
| YTD | -15.4% | +6.0% | -21.4% | -23.1% |
| 1Y | -16.1% | +1.2% | -17.4% | -23.2% |
| 3Y | +20.5% | +150.0% | -129.5% | -17.6% |
| 5Y | +48.7% | +141.9% | -93.1% | -1.3% |
| 10Y | +240.8% | +356.2% | -115.4% | +63.9% |
| All | +291.7% | +882.0% | -590.3% | +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