-53.1%
TE vs AEE
+65.7%
-118.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +0.2% | -0.8% | +1.0% | +0.3% |
| 30D | -5.9% | -2.9% | -3.0% | -5.7% |
| 3M | -45.6% | -2.4% | -43.2% | -45.7% |
| 6M | -43.4% | -2.7% | -40.7% | -43.5% |
| YTD | -31.0% | +7.3% | -38.2% | -32.0% |
| 1Y | +145.2% | +7.5% | +137.7% | +141.4% |
| 3Y | -24.1% | +46.2% | -70.3% | -28.8% |
| 5Y | -48.1% | +39.7% | -87.9% | -51.0% |
| All | -53.1% | +65.7% | -118.7% | -55.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling