+1,643.1%
TSM vs AEIS
+332.3%
+1,310.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.0% | +2.3% | +0.1% |
| 7D | +6.2% | +11.5% | -5.3% | +0.9% |
| 30D | -7.3% | -15.8% | +8.5% | -0.9% |
| 3M | -7.1% | -33.3% | +26.2% | +9.1% |
| 6M | +0.2% | -35.2% | +35.4% | +16.6% |
| YTD | +32.2% | +5.0% | +27.2% | +21.7% |
| 1Y | +42.8% | +8.5% | +34.3% | +29.3% |
| 3Y | +330.4% | +152.9% | +177.5% | +158.2% |
| 5Y | +263.9% | +144.6% | +119.3% | +117.4% |
| All | +1,643.1% | +332.3% | +1,310.8% | +656.5% |
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