+432.2%
TSN vs AEIS
+2,566.8%
-2,134.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -0.9% |
| 7D | -6.3% | +3.0% | -9.3% | -6.6% |
| 30D | -10.8% | -14.6% | +3.8% | -9.5% |
| 3M | -8.8% | -12.4% | +3.7% | -8.6% |
| 6M | -16.8% | -15.0% | -1.9% | -16.8% |
| YTD | -10.0% | +34.3% | -44.3% | -14.8% |
| 1Y | -5.3% | +87.4% | -92.6% | -14.0% |
| 3Y | +8.5% | +139.8% | -131.3% | -6.2% |
| 5Y | -22.9% | +220.7% | -243.7% | -36.4% |
| 10Y | -12.6% | +531.6% | -544.2% | -36.1% |
| All | +432.2% | +2,566.8% | -2,134.6% | +175.2% |
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 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