+12,759.1%
TDG vs AEE
+374.4%
+12,384.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.2% | -1.5% |
| 7D | -2.4% | +1.1% | -3.5% | -2.9% |
| 30D | -8.0% | 0.0% | -8.0% | -8.0% |
| 3M | -10.5% | -0.9% | -9.6% | -10.3% |
| 6M | -11.9% | -2.4% | -9.5% | -11.3% |
| YTD | -15.4% | +8.6% | -24.0% | -19.4% |
| 1Y | -14.2% | +10.2% | -24.4% | -19.0% |
| 3Y | +51.0% | +47.8% | +3.2% | +21.3% |
| 5Y | +126.5% | +40.1% | +86.4% | +85.2% |
| 10Y | +535.6% | +195.0% | +340.5% | +243.0% |
| All | +12,759.1% | +374.4% | +12,384.7% | +4,818.7% |
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 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