+36.0%
TSM vs AEIS
+6.2%
+29.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -11.1% | +8.9% | +2.1% |
| 7D | -10.0% | -12.7% | +2.7% | -5.4% |
| 30D | -18.5% | -28.8% | +10.3% | -7.7% |
| 3M | -4.9% | -38.0% | +33.1% | +12.9% |
| 6M | -1.0% | -45.3% | +44.3% | +20.9% |
| YTD | +31.3% | +1.1% | +30.1% | +29.7% |
| 1Y | +36.0% | +8.6% | +27.4% | +33.0% |
| All | +36.0% | +6.2% | +29.8% | +33.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling