+98.3%
AEE vs TW
+301.3%
-203.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +1.0% |
| 7D | +1.7% | +3.9% | -2.2% | +1.0% |
| 30D | +9.7% | +19.9% | -10.2% | +6.3% |
| 3M | +5.9% | +25.9% | -20.0% | +1.6% |
| 6M | +6.7% | +21.1% | -14.4% | +2.7% |
| YTD | +17.4% | +23.9% | -6.6% | +11.9% |
| 1Y | +12.7% | +21.2% | -8.6% | +7.9% |
| 3Y | +68.2% | +44.8% | +23.4% | +53.7% |
| 5Y | +57.3% | +41.4% | +15.9% | +41.9% |
| All | +98.3% | +301.3% | -203.1% | +45.6% |
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