-9.0%
TSN vs AEIS
+558.2%
-567.2%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.9% |
| 7D | -7.3% | +6.5% | -13.8% | -8.0% |
| 30D | -8.6% | -9.2% | +0.5% | -7.7% |
| 3M | -7.5% | -8.3% | +0.8% | -7.9% |
| 6M | -14.1% | -6.3% | -7.8% | -15.5% |
| YTD | -9.4% | +36.5% | -45.9% | -16.4% |
| 1Y | -4.1% | +84.8% | -88.8% | -16.3% |
| 3Y | +10.3% | +176.6% | -166.3% | -13.2% |
| 5Y | -19.7% | +237.1% | -256.8% | -40.8% |
| All | -9.0% | +558.2% | -567.2% | -53.9% |
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