+39.8%
AEE vs TW
+19.6%
+20.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.8% | -1.2% |
| 7D | -0.7% | -2.7% | +2.1% | -0.3% |
| 30D | -2.0% | -1.7% | -0.2% | -1.8% |
| 3M | -2.8% | +1.6% | -4.4% | -3.3% |
| 6M | -3.6% | -17.7% | +14.1% | -1.3% |
| YTD | +7.3% | -4.3% | +11.7% | +7.2% |
| 1Y | +8.7% | -13.1% | +21.8% | +10.2% |
| 3Y | +46.0% | +20.3% | +25.7% | +40.4% |
| 5Y | +39.8% | +22.0% | +17.8% | +25.0% |
| All | +39.8% | +19.6% | +20.2% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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