+396.0%
TPR vs AEIS
+148.8%
+247.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.0% | +3.8% | +0.7% |
| 7D | -0.3% | +11.5% | -11.8% | -2.9% |
| 30D | +15.1% | -15.8% | +30.9% | +18.5% |
| 3M | +3.5% | -33.3% | +36.8% | +12.5% |
| 6M | +0.4% | -35.2% | +35.6% | +7.0% |
| YTD | +4.6% | +5.0% | -0.4% | -9.1% |
| 1Y | +33.1% | +8.5% | +24.6% | +13.9% |
| 3Y | +396.0% | +152.9% | +243.1% | +164.8% |
| All | +396.0% | +148.8% | +247.2% | +164.8% |
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