+158.5%
TRV vs AEIS
+219.6%
-61.0%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.7% | +0.7% |
| 7D | -1.5% | -0.2% | -1.3% | -1.5% |
| 30D | -1.8% | -16.4% | +14.6% | -1.2% |
| 3M | +21.6% | -11.1% | +32.7% | +21.4% |
| 6M | +22.5% | -12.0% | +34.5% | +21.9% |
| YTD | +28.1% | +30.9% | -2.7% | +23.7% |
| 1Y | +37.0% | +74.3% | -37.3% | +28.6% |
| 3Y | +141.9% | +165.2% | -23.3% | +113.8% |
| 5Y | +158.5% | +220.0% | -61.5% | +116.6% |
| All | +158.5% | +219.6% | -61.0% | +116.6% |
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 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