+146.9%
TOST vs AEIS
+162.3%
-15.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.5% | -5.7% | -1.9% |
| 7D | -3.6% | +9.5% | -13.1% | -5.2% |
| 30D | +8.9% | -17.5% | +26.4% | +11.8% |
| 3M | -2.2% | -29.3% | +27.0% | +2.7% |
| 6M | +41.0% | -34.7% | +75.7% | +47.4% |
| YTD | -4.0% | +10.7% | -14.7% | -23.0% |
| 1Y | -9.6% | +7.4% | -17.0% | -26.7% |
| All | +146.9% | +162.3% | -15.4% | +11.0% |
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