+214.8%
TER vs AEE
+9.0%
+205.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.3% | -3.9% |
| 7D | +9.4% | -0.7% | +10.0% | +9.1% |
| 30D | -2.4% | -2.0% | -0.5% | -3.1% |
| 3M | +6.5% | -2.8% | +9.4% | +4.1% |
| 6M | +23.2% | -3.6% | +26.8% | +21.1% |
| YTD | +91.5% | +7.3% | +84.2% | +96.5% |
| 1Y | +214.8% | +8.7% | +206.1% | +232.4% |
| All | +214.8% | +9.0% | +205.8% | +232.4% |
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