+8,398.6%
TPR vs AEIS
+538.3%
+7,860.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.1% | -7.1% | -2.7% |
| 7D | +14.2% | -11.3% | +25.5% | +16.8% |
| 30D | +17.1% | -32.6% | +49.7% | +28.4% |
| 3M | -17.7% | -39.2% | +21.4% | -8.1% |
| 6M | -10.2% | -45.4% | +35.2% | +0.8% |
| YTD | +4.9% | -5.8% | +10.7% | -0.7% |
| 1Y | +36.1% | -10.0% | +46.1% | +30.3% |
| 3Y | +416.5% | +121.2% | +295.3% | +272.0% |
| 5Y | +254.8% | +110.6% | +144.1% | +157.5% |
| 10Y | +391.7% | +326.6% | +65.1% | +180.3% |
| All | +8,398.6% | +538.3% | +7,860.3% | +2,791.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling