+3,185.6%
TSLA vs AEIS
+350.2%
+2,835.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.3% |
| 7D | +15.6% | +23.2% | -7.6% | +3.7% |
| 30D | +5.9% | -17.0% | +22.9% | +14.7% |
| 3M | +21.4% | -32.2% | +53.5% | +43.3% |
| 6M | -8.3% | -32.6% | +24.2% | +5.0% |
| YTD | -11.6% | +9.4% | -21.0% | -26.1% |
| 1Y | -7.7% | +7.7% | -15.4% | -22.3% |
| 3Y | +85.2% | +157.9% | -72.8% | -7.6% |
| 5Y | +15.4% | +154.8% | -139.4% | -42.3% |
| All | +3,185.6% | +350.2% | +2,835.4% | +983.9% |
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 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