+636.6%
TRGP vs AEIS
+238.7%
+397.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.8% |
| 7D | -0.7% | +6.5% | -7.2% | -1.9% |
| 30D | +9.5% | -9.2% | +18.6% | +10.9% |
| 3M | +10.8% | -8.3% | +19.2% | +10.2% |
| 6M | +25.3% | -6.3% | +31.7% | +21.8% |
| YTD | +60.3% | +36.5% | +23.8% | +39.7% |
| 1Y | +84.6% | +84.8% | -0.2% | +46.0% |
| 3Y | +264.4% | +176.6% | +87.8% | +144.8% |
| 5Y | +636.6% | +237.1% | +399.5% | +341.1% |
| All | +636.6% | +238.7% | +397.8% | +341.1% |
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