-86.5%
TMF vs AEE
+185.4%
-271.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.1% |
| 7D | +1.0% | +1.3% | -0.3% | +0.9% |
| 30D | -1.8% | -1.2% | -0.6% | -1.8% |
| 3M | -8.2% | +1.0% | -9.3% | -8.3% |
| 6M | -19.5% | -2.3% | -17.2% | -19.4% |
| YTD | -16.0% | +9.1% | -25.1% | -16.2% |
| 1Y | -22.5% | +10.6% | -33.1% | -22.7% |
| 3Y | -42.3% | +48.5% | -90.8% | -42.4% |
| 5Y | -87.7% | +39.9% | -127.6% | -87.8% |
| 10Y | -86.5% | +185.7% | -272.2% | -89.8% |
| All | -86.5% | +185.4% | -271.9% | -89.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling