+74.4%
TSLA vs AEIS
+148.8%
-74.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.0% | +2.2% | +0.1% |
| 7D | +8.9% | +11.5% | -2.6% | +3.3% |
| 30D | +6.3% | -15.8% | +22.0% | +13.6% |
| 3M | +14.8% | -33.3% | +48.1% | +35.2% |
| 6M | -12.4% | -35.2% | +22.8% | +1.4% |
| YTD | -13.2% | +5.0% | -18.3% | -29.7% |
| 1Y | -2.9% | +8.5% | -11.4% | -23.4% |
| 3Y | +74.4% | +152.9% | -78.5% | -26.4% |
| All | +74.4% | +148.8% | -74.4% | -26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling