+103.2%
TOST vs AEIS
+117.1%
-13.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.1% | -7.5% | -2.4% |
| 7D | +9.4% | -11.3% | +20.7% | +11.0% |
| 30D | +13.5% | -32.6% | +46.1% | +20.8% |
| 3M | -0.1% | -39.2% | +39.0% | +7.6% |
| 6M | +22.5% | -45.4% | +67.8% | +32.3% |
| YTD | -2.4% | -5.8% | +3.4% | -19.7% |
| 1Y | -4.7% | -10.0% | +5.3% | -20.2% |
| 3Y | +103.2% | +121.2% | -17.9% | -8.3% |
| All | +103.2% | +117.1% | -13.9% | -8.3% |
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