-81.8%
TMF vs AEE
+205.5%
-287.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -1.0% | 0.0% |
| 7D | +0.6% | +2.3% | -1.7% | +0.5% |
| 30D | +16.3% | +11.6% | +4.7% | +15.9% |
| 3M | -2.7% | +5.5% | -8.2% | -2.9% |
| 6M | -13.2% | +6.0% | -19.2% | -13.4% |
| YTD | -16.7% | +16.6% | -33.3% | -17.0% |
| 1Y | -22.7% | +12.1% | -34.8% | -23.0% |
| 3Y | -26.1% | +64.2% | -90.3% | -25.5% |
| 5Y | -88.4% | +59.1% | -147.5% | -88.3% |
| 10Y | -81.8% | +210.2% | -292.0% | -85.8% |
| All | -81.8% | +205.5% | -287.4% | -85.8% |
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