+341.5%
TSM vs AEIS
+152.4%
+189.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +11.3% | -7.8% | -1.9% |
| 7D | -2.5% | +1.0% | -3.5% | -3.7% |
| 30D | -14.3% | -24.0% | +9.8% | -3.3% |
| 3M | -7.2% | -32.5% | +25.3% | +9.4% |
| 6M | -5.1% | -38.6% | +33.4% | +14.5% |
| YTD | +28.9% | +4.8% | +24.0% | +14.6% |
| 1Y | +37.1% | +1.3% | +35.7% | +23.9% |
| 3Y | +341.5% | +159.2% | +182.2% | +124.5% |
| All | +341.5% | +152.4% | +189.1% | +124.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling