+855.6%
TRGP vs AEIS
+531.1%
+324.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.3% | +1.5% |
| 7D | -0.6% | -0.2% | -0.4% | -0.6% |
| 30D | +10.0% | -16.4% | +26.4% | +15.7% |
| 3M | +7.6% | -11.1% | +18.7% | +7.5% |
| 6M | +26.8% | -12.0% | +38.8% | +23.9% |
| YTD | +60.6% | +30.9% | +29.7% | +33.1% |
| 1Y | +82.5% | +74.3% | +8.1% | +32.9% |
| 3Y | +265.0% | +165.2% | +99.8% | +110.6% |
| 5Y | +645.9% | +220.0% | +425.9% | +275.8% |
| All | +855.6% | +531.1% | +324.5% | +247.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling