+125.4%
TD vs AEE
+38.5%
+86.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.1% | +1.2% |
| 7D | -2.6% | -0.7% | -1.9% | -2.4% |
| 30D | -1.0% | -2.0% | +1.0% | -0.5% |
| 3M | +5.6% | -2.8% | +8.5% | +6.2% |
| 6M | +27.1% | -3.6% | +30.7% | +27.9% |
| YTD | +29.4% | +7.3% | +22.1% | +26.0% |
| 1Y | +60.7% | +8.7% | +52.0% | +55.7% |
| 3Y | +127.6% | +46.0% | +81.6% | +97.7% |
| 5Y | +125.4% | +39.8% | +85.6% | +97.0% |
| All | +125.4% | +38.5% | +86.9% | +97.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling