+1,077.0%
TER vs AEE
+216.2%
+860.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.4% | +8.7% | +8.4% |
| 7D | +5.9% | +0.2% | +5.7% | +5.9% |
| 30D | -30.8% | +9.7% | -40.5% | -32.6% |
| 3M | -29.9% | +5.8% | -35.8% | -31.2% |
| 6M | -27.5% | +4.5% | -31.9% | -29.0% |
| YTD | +37.5% | +15.8% | +21.6% | +30.3% |
| 1Y | +50.3% | +10.8% | +39.5% | +44.4% |
| 3Y | +204.9% | +62.8% | +142.1% | +151.4% |
| 5Y | +89.2% | +56.1% | +33.1% | +57.2% |
| 10Y | +1,077.0% | +216.4% | +860.5% | +768.1% |
| All | +1,077.0% | +216.2% | +860.7% | +768.1% |
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