-34.5%
TLT vs AEE
+39.8%
-74.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.2% |
| 7D | +0.4% | +1.3% | -0.9% | +0.2% |
| 30D | -0.3% | -1.2% | +0.9% | -0.1% |
| 3M | -1.7% | +1.0% | -2.8% | -2.0% |
| 6M | -4.9% | -2.3% | -2.6% | -4.7% |
| YTD | -2.8% | +9.1% | -11.9% | -4.5% |
| 1Y | -4.2% | +10.6% | -14.8% | -6.1% |
| 3Y | -1.1% | +48.5% | -49.6% | -8.4% |
| All | -34.5% | +39.8% | -74.3% | -38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling