+513.1%
TRI vs AEIS
+1,029.9%
-516.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.7% | -1.7% |
| 7D | -8.4% | +6.5% | -14.9% | -9.2% |
| 30D | -6.5% | -9.2% | +2.7% | -5.6% |
| 3M | +18.6% | -8.3% | +26.9% | +17.7% |
| 6M | -10.4% | -6.3% | -4.1% | -12.7% |
| YTD | -23.7% | +36.5% | -60.2% | -30.5% |
| 1Y | -42.5% | +84.8% | -127.2% | -50.5% |
| 3Y | -19.3% | +176.6% | -195.9% | -36.9% |
| 5Y | -9.7% | +237.1% | -246.8% | -32.9% |
| 10Y | +194.4% | +554.7% | -360.2% | +79.9% |
| All | +513.1% | +1,029.9% | -516.8% | +136.8% |
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