-40.6%
TOST vs AEIS
+109.5%
-150.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.1% | -7.5% | -3.6% |
| 7D | +9.4% | -11.3% | +20.7% | +12.7% |
| 30D | +13.5% | -32.6% | +46.1% | +28.5% |
| 3M | -0.1% | -39.2% | +39.0% | +15.5% |
| 6M | +22.5% | -45.4% | +67.8% | +40.6% |
| YTD | -2.4% | -5.8% | +3.4% | -24.7% |
| 1Y | -4.7% | -10.0% | +5.3% | -24.8% |
| 3Y | +103.2% | +121.2% | -17.9% | -25.4% |
| All | -40.6% | +109.5% | -150.1% | -79.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling