+245.7%
TSM vs AEIS
+144.8%
+100.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +11.3% | -7.8% | -2.3% |
| 7D | -2.5% | +1.0% | -3.5% | -3.8% |
| 30D | -14.3% | -24.0% | +9.8% | -2.6% |
| 3M | -7.2% | -32.5% | +25.3% | +10.6% |
| 6M | -5.1% | -38.6% | +33.4% | +15.6% |
| YTD | +28.9% | +4.8% | +24.0% | +13.9% |
| 1Y | +37.1% | +1.3% | +35.7% | +23.2% |
| 3Y | +341.5% | +159.2% | +182.2% | +116.9% |
| 5Y | +245.7% | +140.8% | +104.9% | +67.0% |
| All | +245.7% | +144.8% | +100.9% | +67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling