-17.8%
TSN vs AEIS
+219.6%
-237.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.1% | +5.5% | +1.6% |
| 7D | +1.4% | -0.2% | +1.6% | +1.4% |
| 30D | -6.2% | -16.4% | +10.2% | -5.4% |
| 3M | -5.7% | -11.1% | +5.5% | -5.8% |
| 6M | -11.4% | -12.0% | +0.7% | -11.8% |
| YTD | -8.2% | +30.9% | -39.0% | -12.3% |
| 1Y | -2.0% | +74.3% | -76.3% | -9.4% |
| 3Y | +11.9% | +165.2% | -153.3% | -4.6% |
| 5Y | -17.8% | +220.0% | -237.8% | -34.2% |
| All | -17.8% | +219.6% | -237.3% | -34.2% |
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