+348.3%
TFC vs AEE
+879.2%
-530.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -1.2% | +0.2% | -1.4% | -1.3% |
| 30D | +7.8% | +9.7% | -2.0% | +2.5% |
| 3M | -3.0% | +5.8% | -8.8% | -6.0% |
| 6M | +5.8% | +4.5% | +1.4% | +3.0% |
| YTD | +5.3% | +15.8% | -10.5% | -3.6% |
| 1Y | +15.7% | +10.8% | +4.9% | +8.4% |
| 3Y | +94.8% | +62.8% | +32.0% | +45.4% |
| 5Y | 0.0% | +56.1% | -56.1% | -24.9% |
| 10Y | +79.0% | +216.4% | -137.4% | -13.8% |
| All | +348.3% | +879.2% | -530.9% | -2.9% |
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 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