+13,634.3%
TSM vs AEIS
+901.5%
+12,732.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.4% | +0.4% | +2.0% |
| 7D | +2.7% | +3.0% | -0.2% | +1.7% |
| 30D | +3.6% | -14.6% | +18.3% | +9.0% |
| 3M | -3.4% | -12.4% | +9.1% | -0.3% |
| 6M | +20.6% | -15.0% | +35.6% | +24.7% |
| YTD | +41.9% | +34.3% | +7.6% | +24.5% |
| 1Y | +84.4% | +87.4% | -3.0% | +43.2% |
| 3Y | +380.2% | +139.8% | +240.4% | +237.7% |
| 5Y | +275.3% | +220.7% | +54.6% | +137.3% |
| 10Y | +1,751.4% | +531.6% | +1,219.8% | +750.7% |
| All | +13,634.3% | +901.5% | +12,732.8% | +3,516.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling