+218.2%
TER vs AEE
+39.8%
+178.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.3% | +4.1% |
| 7D | +11.0% | +1.3% | +9.6% | +10.8% |
| 30D | -1.9% | -1.2% | -0.6% | -1.8% |
| 3M | -0.7% | +1.0% | -1.7% | -1.4% |
| 6M | +36.4% | -2.3% | +38.6% | +36.1% |
| YTD | +92.4% | +9.1% | +83.3% | +88.9% |
| 1Y | +213.5% | +10.6% | +203.0% | +206.6% |
| 3Y | +277.2% | +48.5% | +228.7% | +243.7% |
| All | +218.2% | +39.8% | +178.4% | +194.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling