-24.3%
TMF vs AEE
+13.9%
-38.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.5% | 0.0% | +1.2% |
| 7D | +4.0% | +4.7% | -0.7% | +1.6% |
| 30D | +19.5% | +13.4% | +6.0% | +12.6% |
| 3M | -3.5% | +4.1% | -7.6% | -5.8% |
| 6M | -10.6% | +2.0% | -12.6% | -12.2% |
| YTD | -17.1% | +15.6% | -32.7% | -24.3% |
| 1Y | -24.3% | +14.1% | -38.4% | -30.0% |
| All | -24.3% | +13.9% | -38.1% | -30.0% |
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