+331.4%
TSEM vs AEIS
+145.4%
+186.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | +0.1% |
| 7D | +20.5% | +23.2% | -2.7% | +6.2% |
| 30D | -29.0% | -17.0% | -12.0% | -20.1% |
| 3M | -39.4% | -32.2% | -7.2% | -23.3% |
| 6M | -28.5% | -32.6% | +4.0% | -8.6% |
| YTD | +34.4% | +9.4% | +25.1% | +33.4% |
| 1Y | +48.3% | +7.7% | +40.7% | +48.6% |
| 3Y | +543.5% | +157.9% | +385.6% | +319.4% |
| 5Y | +331.4% | +154.8% | +176.7% | +167.5% |
| All | +331.4% | +145.4% | +186.0% | +167.5% |
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