+76.5%
TNA vs AEIS
+562.2%
-485.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.9% | -3.9% | -3.9% |
| 7D | -7.3% | +2.3% | -9.5% | -9.6% |
| 30D | -14.2% | -14.8% | +0.6% | -1.3% |
| 3M | -4.6% | -15.6% | +11.0% | +2.0% |
| 6M | +36.9% | -8.7% | +45.6% | +29.0% |
| YTD | +42.5% | +37.3% | +5.2% | -17.3% |
| 1Y | +45.8% | +80.3% | -34.6% | -39.1% |
| 3Y | +104.7% | +177.9% | -73.3% | -44.7% |
| 5Y | -21.7% | +235.8% | -257.5% | -80.8% |
| All | +76.5% | +562.2% | -485.7% | -78.7% |
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 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