-38.4%
TRI vs AEIS
+93.3%
-131.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.4% | -7.8% | -4.9% |
| 7D | -0.5% | +3.0% | -3.5% | +0.2% |
| 30D | +7.9% | -14.6% | +22.5% | +4.4% |
| 3M | +24.1% | -12.4% | +36.5% | +23.0% |
| 6M | +3.8% | -15.0% | +18.8% | +3.8% |
| YTD | -16.9% | +34.3% | -51.2% | -15.3% |
| 1Y | -38.4% | +87.4% | -125.8% | -32.2% |
| All | -38.4% | +93.3% | -131.7% | -32.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling