+1,815.4%
TSM vs AEIS
+545.5%
+1,269.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.3% |
| 7D | +4.8% | +6.5% | -1.7% | +1.9% |
| 30D | +4.0% | -9.2% | +13.2% | +8.0% |
| 3M | +2.0% | -8.3% | +10.3% | +3.6% |
| 6M | +25.5% | -6.3% | +31.8% | +24.7% |
| YTD | +44.0% | +36.5% | +7.5% | +19.6% |
| 1Y | +75.4% | +84.8% | -9.3% | +25.6% |
| 3Y | +406.7% | +176.6% | +230.2% | +195.0% |
| 5Y | +285.0% | +237.1% | +47.9% | +102.4% |
| 10Y | +1,815.4% | +554.7% | +1,260.7% | +562.2% |
| All | +1,815.4% | +545.5% | +1,269.8% | +562.2% |
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