+2,174.7%
TRGP vs AEIS
+2,184.3%
-9.7%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.6% | -1.9% |
| 7D | +0.8% | +3.0% | -2.2% | -0.2% |
| 30D | +11.5% | -14.6% | +26.2% | +16.1% |
| 3M | +9.0% | -12.4% | +21.4% | +9.5% |
| 6M | +20.5% | -15.0% | +35.5% | +19.6% |
| YTD | +59.5% | +34.3% | +25.2% | +34.4% |
| 1Y | +77.9% | +87.4% | -9.5% | +31.8% |
| 3Y | +253.6% | +139.8% | +113.8% | +128.3% |
| 5Y | +615.5% | +220.7% | +394.7% | +300.7% |
| 10Y | +897.1% | +531.6% | +365.5% | +323.7% |
| All | +2,174.7% | +2,184.3% | -9.7% | +523.2% |
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