+88.6%
TGT vs AEE
+13.9%
+74.7%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.5% | +3.2% | +4.8% |
| 7D | +9.5% | +4.7% | +4.8% | +8.0% |
| 30D | +6.6% | +13.4% | -6.8% | +3.0% |
| 3M | +11.0% | +4.1% | +6.9% | +9.5% |
| 6M | +29.9% | +2.0% | +27.8% | +28.9% |
| YTD | +71.4% | +15.6% | +55.8% | +65.3% |
| 1Y | +88.6% | +14.1% | +74.5% | +83.6% |
| All | +88.6% | +13.9% | +74.7% | +83.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling