+3,841.2%
TD vs AEE
+892.1%
+2,949.0%
-64.2%
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 | +1.1% | +1.7% | -0.6% | +0.4% |
| 30D | +5.2% | +9.7% | -4.5% | +1.4% |
| 3M | +1.2% | +5.9% | -4.7% | -1.1% |
| 6M | +17.7% | +6.7% | +11.0% | +14.3% |
| YTD | +34.2% | +17.4% | +16.9% | +25.1% |
| 1Y | +55.4% | +12.7% | +42.8% | +47.2% |
| 3Y | +130.4% | +68.2% | +62.2% | +82.7% |
| 5Y | +101.8% | +57.3% | +44.5% | +62.7% |
| 10Y | +301.9% | +220.6% | +81.3% | +129.7% |
| All | +3,841.2% | +892.1% | +2,949.0% | +1,273.0% |
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 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