+234.9%
TPR vs AEIS
+142.3%
+92.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.0% | +3.8% | +1.1% |
| 7D | -0.3% | +11.5% | -11.8% | -4.0% |
| 30D | +15.1% | -15.8% | +30.9% | +19.4% |
| 3M | +3.5% | -33.3% | +36.8% | +15.2% |
| 6M | +0.4% | -35.2% | +35.6% | +8.6% |
| YTD | +4.6% | +5.0% | -0.4% | -11.9% |
| 1Y | +33.1% | +8.5% | +24.6% | +10.0% |
| 3Y | +396.0% | +152.9% | +243.1% | +145.0% |
| All | +234.9% | +142.3% | +92.6% | +54.5% |
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