+75.7%
TFC vs AEE
+222.5%
-146.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.7% |
| 7D | +2.3% | +1.7% | +0.6% | +1.5% |
| 30D | +10.8% | +9.7% | +1.1% | +6.2% |
| 3M | -3.8% | +5.9% | -9.7% | -6.3% |
| 6M | +9.6% | +6.7% | +2.9% | +6.0% |
| YTD | +5.8% | +17.4% | -11.6% | -2.5% |
| 1Y | +16.2% | +12.7% | +3.5% | +9.1% |
| 3Y | +96.0% | +68.2% | +27.8% | +49.6% |
| 5Y | +1.7% | +57.3% | -55.6% | -21.0% |
| All | +75.7% | +222.5% | -146.8% | +35.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling