+240.4%
TPR vs AEIS
+219.5%
+20.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.9% |
| 7D | -2.3% | +3.0% | -5.3% | -3.4% |
| 30D | -23.0% | -14.6% | -8.3% | -18.9% |
| 3M | -12.5% | -12.4% | 0.0% | -12.2% |
| 6M | -21.4% | -15.0% | -6.5% | -21.6% |
| YTD | -3.5% | +34.3% | -37.8% | -23.3% |
| 1Y | +17.4% | +87.4% | -70.0% | -22.0% |
| 3Y | +291.3% | +139.8% | +151.5% | +115.7% |
| All | +240.4% | +219.5% | +20.9% | +48.8% |
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 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