+181.2%
TSCO vs AEIS
+562.2%
-381.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.9% | -6.5% | -2.3% |
| 7D | -5.7% | +2.3% | -7.9% | -6.0% |
| 30D | -8.8% | -14.8% | +6.1% | -6.6% |
| 3M | +6.3% | -15.6% | +21.9% | +7.9% |
| 6M | -32.3% | -8.7% | -23.6% | -33.2% |
| YTD | -32.7% | +37.3% | -70.0% | -39.2% |
| 1Y | -43.7% | +80.3% | -124.0% | -52.3% |
| 3Y | -19.7% | +177.9% | -197.6% | -39.6% |
| 5Y | -11.6% | +235.8% | -247.4% | -37.5% |
| All | +181.2% | +562.2% | -381.0% | +54.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling