+13.6%
TPR vs AEIS
+86.7%
-73.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.8% | -6.5% | -4.2% |
| 7D | -3.4% | +8.1% | -11.5% | -4.7% |
| 30D | -27.3% | -11.1% | -16.2% | -26.1% |
| 3M | -16.2% | -5.6% | -10.6% | -17.6% |
| 6M | -17.9% | -0.6% | -17.2% | -21.5% |
| YTD | -7.1% | +38.0% | -45.1% | -19.3% |
| 1Y | +13.6% | +87.2% | -73.6% | -14.3% |
| All | +13.6% | +86.7% | -73.0% | -14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling