+56.7%
TOST vs AEIS
+142.1%
-85.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -0.5% |
| 7D | -3.4% | +3.0% | -6.4% | -4.1% |
| 30D | -2.4% | -14.6% | +12.2% | +0.5% |
| 3M | +34.6% | -12.4% | +47.1% | +34.0% |
| 6M | +15.2% | -15.0% | +30.2% | +12.5% |
| YTD | -4.4% | +34.3% | -38.7% | -25.6% |
| 1Y | -17.4% | +87.4% | -104.8% | -46.4% |
| All | +56.7% | +142.1% | -85.4% | -26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling