-39.0%
TROW vs AEIS
+232.6%
-271.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.9% | -6.1% | -2.8% |
| 7D | -3.2% | +2.3% | -5.4% | -4.0% |
| 30D | -4.6% | -14.8% | +10.2% | -0.1% |
| 3M | -0.7% | -15.6% | +14.9% | +1.5% |
| 6M | +22.2% | -8.7% | +30.9% | +17.8% |
| YTD | +6.6% | +37.3% | -30.7% | -15.7% |
| 1Y | +5.8% | +80.3% | -74.5% | -28.0% |
| 3Y | +11.6% | +177.9% | -166.3% | -43.0% |
| All | -39.0% | +232.6% | -271.5% | -73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling