+126.1%
TLT vs AEE
+662.3%
-536.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -2.7% | +0.6% | -3.3% | -2.7% |
| 30D | +2.2% | +8.8% | -6.7% | +2.7% |
| 3M | -1.7% | +5.1% | -6.8% | -1.4% |
| 6M | -4.0% | +5.2% | -9.1% | -3.6% |
| YTD | -4.9% | +16.1% | -21.0% | -4.0% |
| 1Y | -7.4% | +10.4% | -17.8% | -6.7% |
| 3Y | +3.0% | +63.1% | -60.1% | +7.0% |
| 5Y | -35.1% | +55.6% | -90.7% | -32.6% |
| 10Y | -12.7% | +217.1% | -229.9% | -0.7% |
| All | +126.1% | +662.3% | -536.2% | +205.3% |
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