+8,906.9%
TT vs AEIS
+1,770.4%
+7,136.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.1% | -3.7% | +1.2% |
| 7D | -2.0% | -11.3% | +9.3% | 0.0% |
| 30D | -14.0% | -32.6% | +18.6% | -7.7% |
| 3M | -15.9% | -39.2% | +23.3% | -8.3% |
| 6M | -17.3% | -45.4% | +28.0% | -9.0% |
| YTD | +4.0% | -5.8% | +9.8% | +2.6% |
| 1Y | -7.1% | -10.0% | +2.9% | -7.6% |
| 3Y | +90.2% | +121.2% | -30.9% | +56.5% |
| 5Y | +131.1% | +110.6% | +20.5% | +89.4% |
| 10Y | +777.7% | +326.6% | +451.1% | +500.6% |
| All | +8,906.9% | +1,770.4% | +7,136.5% | +4,069.4% |
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