+124.3%
TDG vs AEE
+38.7%
+85.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -1.9% | -0.8% | -1.1% | -1.6% |
| 30D | -7.7% | -2.9% | -4.8% | -6.7% |
| 3M | -9.3% | -2.4% | -6.9% | -8.7% |
| 6M | -9.4% | -2.7% | -6.7% | -8.8% |
| YTD | -14.3% | +7.3% | -21.5% | -17.2% |
| 1Y | -11.8% | +7.5% | -19.4% | -15.1% |
| 3Y | +52.0% | +46.2% | +5.8% | +29.0% |
| All | +124.3% | +38.7% | +85.6% | +95.7% |
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