+23.6%
TDY vs AEE
+13.9%
+9.7%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +2.5% | -7.2% | -5.0% |
| 7D | -5.0% | +4.7% | -9.7% | -5.6% |
| 30D | +2.0% | +13.4% | -11.4% | +0.2% |
| 3M | -7.7% | +4.1% | -11.8% | -8.1% |
| 6M | -0.9% | +2.0% | -2.9% | -1.3% |
| YTD | +23.7% | +15.6% | +8.1% | +17.1% |
| 1Y | +23.6% | +14.1% | +9.5% | +17.8% |
| All | +23.6% | +13.9% | +9.7% | +17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling