+66.6%
TEL vs AEM
+331.1%
-264.5%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.4% |
| 7D | -2.3% | -5.0% | +2.8% | -1.5% |
| 30D | -6.1% | +8.5% | -14.5% | -7.5% |
| 3M | +1.7% | +29.3% | -27.6% | -2.9% |
| 6M | +1.6% | -12.9% | +14.5% | +2.2% |
| YTD | -9.1% | +16.8% | -25.8% | -11.3% |
| 1Y | -1.7% | +29.8% | -31.5% | -4.8% |
| All | +66.6% | +331.1% | -264.5% | +45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 3y: compounded portfolio wealth divided by compounded AEM 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…
3y analysis · Full analysis span regression · 6 months rolling