+47.4%
TER vs AEE
+11.1%
+36.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.7% |
| 7D | +24.0% | +0.6% | +23.3% | +24.2% |
| 30D | -30.6% | +8.8% | -39.5% | -28.7% |
| 3M | -34.5% | +5.1% | -39.5% | -33.1% |
| 6M | -26.4% | +5.2% | -31.5% | -26.4% |
| YTD | +36.4% | +16.1% | +20.3% | +31.1% |
| 1Y | +47.4% | +10.4% | +37.0% | +44.3% |
| All | +47.4% | +11.1% | +36.3% | +44.3% |
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