+510.6%
AEE vs TCOM
+2,658.7%
-2,148.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.2% | +1.0% |
| 7D | +1.3% | -7.6% | +8.9% | +1.9% |
| 30D | -1.2% | -12.2% | +11.0% | -0.4% |
| 3M | +1.0% | -14.2% | +15.2% | +1.9% |
| 6M | -2.3% | -25.0% | +22.7% | -0.5% |
| YTD | +9.1% | -43.7% | +52.8% | +13.1% |
| 1Y | +10.6% | -44.5% | +55.1% | +14.6% |
| 3Y | +48.5% | +13.4% | +35.1% | +44.0% |
| 5Y | +39.9% | +26.5% | +13.4% | +30.9% |
| 10Y | +185.7% | -10.3% | +196.0% | +165.9% |
| All | +510.6% | +2,658.7% | -2,148.1% | +301.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded TCOM 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling