-19.2%
TRI vs AEIS
+173.7%
-192.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.9% | -3.2% | +2.1% |
| 7D | -7.9% | +2.3% | -10.1% | -7.7% |
| 30D | -4.5% | -14.8% | +10.3% | -5.5% |
| 3M | +22.1% | -15.6% | +37.7% | +21.7% |
| 6M | -2.8% | -8.7% | +5.9% | -3.2% |
| YTD | -23.4% | +37.3% | -60.7% | -25.9% |
| 1Y | -41.5% | +80.3% | -121.9% | -44.9% |
| 3Y | -19.2% | +177.9% | -197.1% | -28.6% |
| All | -19.2% | +173.7% | -192.9% | -28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling