+1,600.0%
TER vs AEE
+881.3%
+718.7%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | +24.0% | +0.6% | +23.3% | +23.7% |
| 30D | -30.6% | +8.8% | -39.5% | -33.5% |
| 3M | -34.5% | +5.1% | -39.5% | -36.2% |
| 6M | -26.4% | +5.2% | -31.5% | -29.1% |
| YTD | +36.4% | +16.1% | +20.3% | +25.6% |
| 1Y | +47.4% | +10.4% | +37.0% | +38.7% |
| 3Y | +202.6% | +63.1% | +139.4% | +129.5% |
| 5Y | +83.9% | +55.6% | +28.3% | +40.7% |
| 10Y | +1,068.0% | +217.1% | +850.8% | +484.8% |
| All | +1,600.0% | +881.3% | +718.7% | +407.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling