+786.5%
TSEM vs AEIS
+332.3%
+454.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -4.0% | -3.0% | -4.8% |
| 7D | +7.0% | +11.5% | -4.6% | +1.1% |
| 30D | -29.8% | -15.8% | -14.0% | -22.4% |
| 3M | -41.9% | -33.3% | -8.6% | -27.4% |
| 6M | -45.8% | -35.2% | -10.6% | -30.5% |
| YTD | +25.1% | +5.0% | +20.1% | +26.1% |
| 1Y | +48.2% | +8.5% | +39.8% | +47.4% |
| 3Y | +476.5% | +152.9% | +323.6% | +278.3% |
| 5Y | +301.4% | +144.6% | +156.8% | +153.0% |
| All | +786.5% | +332.3% | +454.2% | +261.3% |
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