-23.0%
TNA vs AEIS
+232.6%
-255.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.9% |
| 6M | +36.9% | -8.7% | +45.6% | +26.8% |
| YTD | +42.5% | +37.3% | +5.2% | -23.1% |
| 1Y | +45.8% | +80.3% | -34.6% | -46.4% |
| 3Y | +104.7% | +177.9% | -73.3% | -57.1% |
| All | -23.0% | +232.6% | -255.6% | -86.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling