-65.4%
TEAM vs AEE
+56.4%
-121.9%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.6% |
| 7D | -2.4% | +1.7% | -4.1% | -2.5% |
| 30D | -26.7% | +9.7% | -36.5% | -27.3% |
| 3M | -9.6% | +5.9% | -15.6% | -10.0% |
| 6M | +86.0% | +6.7% | +79.3% | +84.6% |
| YTD | -7.5% | +17.4% | -24.8% | -10.9% |
| 1Y | -1.4% | +12.7% | -14.0% | -4.0% |
| 3Y | -14.3% | +68.2% | -82.5% | -29.0% |
| All | -65.4% | +56.4% | -121.9% | -70.0% |
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 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