+131.2%
TLT vs AEE
+609.9%
-478.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -0.4% | +0.3% | -0.8% | -0.4% |
| 30D | -0.6% | -2.3% | +1.7% | -0.7% |
| 3M | -2.7% | +0.2% | -2.9% | -2.7% |
| 6M | -5.6% | -4.7% | -0.9% | -5.9% |
| YTD | -2.8% | +8.1% | -10.9% | -2.2% |
| 1Y | -1.4% | +8.5% | -10.0% | -0.8% |
| 3Y | -1.6% | +48.9% | -50.5% | +1.6% |
| 5Y | -33.8% | +39.9% | -73.7% | -31.9% |
| 10Y | -21.1% | +186.5% | -207.7% | -10.9% |
| All | +131.2% | +609.9% | -478.7% | +210.9% |
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 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