+1,598.5%
TSM vs AEIS
+347.9%
+1,250.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.5% |
| 7D | -2.1% | -6.9% | +4.8% | +0.7% |
| 30D | -12.5% | -23.2% | +10.7% | -2.6% |
| 3M | -5.0% | -29.5% | +24.5% | +8.8% |
| 6M | -3.2% | -37.9% | +34.7% | +14.8% |
| YTD | +31.5% | +6.0% | +25.5% | +20.5% |
| 1Y | +35.7% | +1.2% | +34.5% | +26.7% |
| 3Y | +323.5% | +150.0% | +173.5% | +155.3% |
| 5Y | +263.4% | +141.9% | +121.5% | +117.8% |
| 10Y | +1,598.5% | +356.2% | +1,242.4% | +620.5% |
| All | +1,598.5% | +347.9% | +1,250.6% | +620.5% |
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 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