+1,641.8%
TSM vs AEIS
+375.1%
+1,266.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.5% | -0.2% | +2.3% |
| 7D | +4.4% | +9.5% | -5.0% | +0.3% |
| 30D | -7.0% | -17.5% | +10.5% | +0.4% |
| 3M | -1.8% | -29.3% | +27.5% | +12.4% |
| 6M | +2.7% | -34.7% | +37.4% | +19.1% |
| YTD | +37.1% | +10.7% | +26.4% | +23.2% |
| 1Y | +43.5% | +7.4% | +36.1% | +30.5% |
| 3Y | +341.5% | +161.1% | +180.4% | +161.0% |
| 5Y | +278.9% | +150.7% | +128.2% | +123.4% |
| 10Y | +1,641.8% | +360.8% | +1,280.9% | +637.8% |
| All | +1,641.8% | +375.1% | +1,266.7% | +637.8% |
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