+145.2%
TE vs AEE
+8.8%
+136.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.6% |
| 7D | +0.2% | -0.8% | +1.0% | -0.4% |
| 30D | -5.9% | -2.9% | -3.0% | -7.8% |
| 3M | -45.6% | -2.4% | -43.2% | -46.9% |
| 6M | -43.4% | -2.7% | -40.7% | -45.0% |
| YTD | -31.0% | +7.3% | -38.2% | -32.8% |
| 1Y | +145.2% | +7.5% | +137.7% | +174.0% |
| All | +145.2% | +8.8% | +136.4% | +174.0% |
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 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