-46.7%
TOST vs AEIS
+242.8%
-289.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.8% | -4.7% | -3.1% |
| 7D | -0.9% | +8.1% | -9.0% | -4.0% |
| 30D | -3.5% | -11.1% | +7.7% | +0.1% |
| 3M | +38.1% | -5.6% | +43.8% | +32.5% |
| 6M | +9.9% | -0.6% | +10.5% | -2.8% |
| YTD | -6.3% | +38.0% | -44.3% | -35.1% |
| 1Y | -18.3% | +87.2% | -105.5% | -54.8% |
| 3Y | +59.7% | +179.7% | -119.9% | -39.4% |
| All | -46.7% | +242.8% | -289.5% | -83.7% |
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