-12.6%
TLT vs AEE
+222.5%
-235.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.4% |
| 7D | -3.1% | +1.7% | -4.8% | -3.1% |
| 30D | +1.0% | +9.7% | -8.7% | +1.0% |
| 3M | -2.7% | +5.9% | -8.6% | -2.8% |
| 6M | -4.1% | +6.7% | -10.8% | -4.2% |
| YTD | -5.4% | +17.4% | -22.7% | -5.4% |
| 1Y | -7.0% | +12.7% | -19.7% | -7.0% |
| 3Y | +2.8% | +68.2% | -65.4% | +3.6% |
| 5Y | -35.4% | +57.3% | -92.7% | -34.8% |
| All | -12.6% | +222.5% | -235.1% | -18.7% |
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