-18.0%
TSN vs AEIS
+142.3%
-160.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.2% | -0.6% |
| 7D | -1.4% | +11.5% | -12.9% | -1.8% |
| 30D | +8.5% | -15.8% | +24.2% | +9.0% |
| 3M | +5.3% | -33.3% | +38.6% | +6.8% |
| 6M | -10.5% | -35.2% | +24.7% | -9.5% |
| YTD | +3.0% | +5.0% | -2.1% | -0.9% |
| 1Y | +12.1% | +8.5% | +3.7% | +7.5% |
| 3Y | +43.1% | +152.9% | -109.8% | +19.0% |
| All | -18.0% | +142.3% | -160.3% | -33.9% |
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 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