+509.1%
AEE vs TCOM
+2,694.8%
-2,185.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.1% |
| 7D | +0.3% | -9.5% | +9.9% | +1.0% |
| 30D | -2.3% | -10.7% | +8.5% | -1.5% |
| 3M | +0.2% | -14.6% | +14.8% | +1.2% |
| 6M | -4.1% | -19.3% | +15.3% | -2.8% |
| YTD | +8.9% | -42.9% | +51.8% | +12.7% |
| 1Y | +9.3% | -43.8% | +53.1% | +13.2% |
| 3Y | +49.9% | +2.1% | +47.8% | +46.6% |
| 5Y | +40.9% | +31.2% | +9.7% | +31.5% |
| 10Y | +188.6% | -13.9% | +202.5% | +169.6% |
| All | +509.1% | +2,694.8% | -2,185.6% | +299.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling