+1,297.6%
TNA vs AEIS
+4,284.9%
-2,987.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.1% | -4.1% |
| 7D | +4.1% | +8.1% | -4.1% | -4.0% |
| 30D | -7.6% | -11.1% | +3.5% | +1.7% |
| 3M | +8.1% | -5.6% | +13.7% | +3.0% |
| 6M | +49.0% | -0.6% | +49.6% | +29.4% |
| YTD | +51.7% | +38.0% | +13.7% | -9.8% |
| 1Y | +59.6% | +87.2% | -27.6% | -32.7% |
| 3Y | +118.9% | +179.7% | -60.8% | -36.0% |
| 5Y | -19.2% | +241.7% | -260.9% | -78.5% |
| 10Y | +77.2% | +547.2% | -470.0% | -74.2% |
| All | +1,297.6% | +4,284.9% | -2,987.2% | -85.4% |
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