+457.1%
T vs AEE
+813.9%
-356.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -2.0% |
| 7D | -1.3% | +0.3% | -1.6% | -1.4% |
| 30D | +11.4% | -2.3% | +13.6% | +12.5% |
| 3M | +14.3% | +0.2% | +14.1% | +14.2% |
| 6M | -9.3% | -4.7% | -4.5% | -7.3% |
| YTD | +7.1% | +8.1% | -1.0% | +3.0% |
| 1Y | -9.1% | +8.5% | -17.6% | -12.8% |
| 3Y | +105.3% | +48.9% | +56.4% | +68.5% |
| 5Y | +66.8% | +39.9% | +26.9% | +39.4% |
| 10Y | +66.8% | +186.5% | -119.7% | -4.6% |
| All | +457.1% | +813.9% | -356.8% | +64.9% |
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