+76.1%
TER vs AEE
+57.9%
+18.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -8.9% | +3.0% | -11.9% | -9.0% |
| 30D | -39.1% | +11.2% | -50.3% | -39.6% |
| 3M | -32.8% | +7.0% | -39.8% | -33.1% |
| 6M | -31.7% | +5.7% | -37.4% | -32.4% |
| YTD | +26.9% | +16.2% | +10.7% | +24.0% |
| 1Y | +33.6% | +12.0% | +21.5% | +31.2% |
| 3Y | +181.5% | +63.4% | +118.1% | +151.3% |
| 5Y | +76.1% | +56.0% | +20.1% | +61.9% |
| All | +76.1% | +57.9% | +18.3% | +61.9% |
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