+290.7%
TSM vs AEIS
+228.8%
+61.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.8% | -0.4% | +0.9% |
| 7D | +6.0% | +8.1% | -2.1% | +1.9% |
| 30D | +4.5% | -11.1% | +15.7% | +10.3% |
| 3M | +3.1% | -5.6% | +8.7% | +3.0% |
| 6M | +30.2% | -0.6% | +30.9% | +24.2% |
| YTD | +45.2% | +38.0% | +7.2% | +14.1% |
| 1Y | +79.6% | +87.2% | -7.7% | +16.8% |
| 3Y | +411.0% | +179.7% | +231.3% | +152.6% |
| 5Y | +290.7% | +241.7% | +49.0% | +64.4% |
| All | +290.7% | +228.8% | +61.9% | +64.4% |
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