-5.9%
TLT vs AEE
+9.0%
-14.9%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | +0.1% | -1.0% |
| 7D | -1.6% | -0.7% | -0.9% | -1.5% |
| 30D | -1.3% | -2.0% | +0.6% | -1.1% |
| 3M | -3.7% | -2.8% | -0.9% | -3.5% |
| 6M | -6.4% | -3.6% | -2.8% | -6.1% |
| YTD | -4.5% | +7.3% | -11.8% | -5.9% |
| 1Y | -5.9% | +8.7% | -14.6% | -6.9% |
| All | -5.9% | +9.0% | -14.9% | -6.9% |
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 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