+717.5%
TEVA vs AEE
+806.8%
-89.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.1% | +2.0% |
| 7D | +2.0% | -0.8% | +2.8% | +2.2% |
| 30D | +1.0% | -2.9% | +3.9% | +1.7% |
| 3M | +7.3% | -2.4% | +9.7% | +7.8% |
| 6M | +21.7% | -2.7% | +24.4% | +22.2% |
| YTD | +18.8% | +7.3% | +11.6% | +16.3% |
| 1Y | +86.5% | +7.5% | +78.9% | +82.2% |
| 3Y | +269.4% | +46.2% | +223.2% | +229.9% |
| 5Y | +303.6% | +39.7% | +263.9% | +263.2% |
| 10Y | -22.9% | +191.3% | -214.2% | -44.3% |
| All | +717.5% | +806.8% | -89.3% | +314.5% |
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