+2,241.1%
TRGP vs AEIS
+1,686.5%
+554.7%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.3% | +1.5% |
| 7D | +12.4% | +11.5% | +0.9% | +8.6% |
| 30D | +2.6% | -15.8% | +18.4% | +6.7% |
| 3M | +11.9% | -33.3% | +45.2% | +23.3% |
| 6M | +13.9% | -35.2% | +49.1% | +22.6% |
| YTD | +64.2% | +5.0% | +59.2% | +46.2% |
| 1Y | +78.5% | +8.5% | +70.0% | +56.7% |
| 3Y | +272.9% | +152.9% | +120.0% | +129.8% |
| 5Y | +510.7% | +144.6% | +366.1% | +265.8% |
| 10Y | +821.0% | +337.1% | +483.8% | +327.1% |
| All | +2,241.1% | +1,686.5% | +554.7% | +578.0% |
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