+386.6%
T vs AEE
+892.1%
-505.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.5% |
| 7D | +2.5% | +1.7% | +0.8% | +1.7% |
| 30D | -3.8% | +9.7% | -13.5% | -7.9% |
| 3M | -8.7% | +5.9% | -14.7% | -11.3% |
| 6M | -8.1% | +6.7% | -14.8% | -11.0% |
| YTD | -6.4% | +17.4% | -23.8% | -13.5% |
| 1Y | -9.8% | +12.7% | -22.4% | -14.9% |
| 3Y | +65.5% | +68.2% | -2.7% | +28.4% |
| 5Y | +57.0% | +57.3% | -0.3% | +24.2% |
| 10Y | +60.8% | +220.6% | -159.8% | -12.7% |
| All | +386.6% | +892.1% | -505.5% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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