+84.4%
AEE vs TW
+211.4%
-127.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.0% | +4.0% | +1.5% |
| 7D | +1.3% | -3.5% | +4.8% | +1.9% |
| 30D | -1.2% | +0.5% | -1.7% | -1.4% |
| 3M | +1.0% | +4.9% | -3.9% | -0.2% |
| 6M | -2.3% | -17.1% | +14.8% | +0.7% |
| YTD | +9.1% | -3.9% | +13.0% | +9.0% |
| 1Y | +10.6% | -13.3% | +23.8% | +12.5% |
| 3Y | +48.5% | +20.9% | +27.6% | +39.8% |
| 5Y | +39.9% | +20.5% | +19.4% | +29.1% |
| All | +84.4% | +211.4% | -127.0% | +41.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling