+46.6%
TEM vs AEE
+60.7%
-14.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -8.7% | -0.8% | -7.9% | -8.3% |
| 30D | +8.1% | -2.9% | +11.0% | +9.2% |
| 3M | +19.0% | -2.4% | +21.4% | +18.9% |
| 6M | +12.0% | -2.7% | +14.7% | +11.1% |
| YTD | -0.1% | +7.3% | -7.3% | -10.0% |
| 1Y | -33.5% | +7.5% | -41.1% | -40.9% |
| All | +46.6% | +60.7% | -14.1% | -31.0% |
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 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