+2,201.2%
TER vs AEE
+813.9%
+1,387.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.1% | +5.4% | +5.5% |
| 7D | +0.6% | +0.3% | +0.3% | +0.5% |
| 30D | -8.3% | -2.3% | -6.0% | -7.3% |
| 3M | -12.2% | +0.2% | -12.4% | -13.3% |
| 6M | +17.1% | -4.7% | +21.8% | +18.5% |
| YTD | +84.7% | +8.1% | +76.6% | +76.2% |
| 1Y | +199.9% | +8.5% | +191.4% | +184.4% |
| 3Y | +232.8% | +48.9% | +183.9% | +163.1% |
| 5Y | +198.6% | +39.9% | +158.7% | +140.4% |
| 10Y | +1,669.7% | +186.5% | +1,483.2% | +831.3% |
| All | +2,201.2% | +813.9% | +1,387.3% | +611.5% |
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