-87.4%
TMF vs AEE
+40.8%
-128.2%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | -1.4% | +0.3% | -1.8% | -1.6% |
| 30D | -2.8% | -2.3% | -0.6% | -1.7% |
| 3M | -10.9% | +0.2% | -11.1% | -11.3% |
| 6M | -21.3% | -4.7% | -16.6% | -19.7% |
| YTD | -15.9% | +8.1% | -24.0% | -19.7% |
| 1Y | -15.7% | +8.5% | -24.3% | -19.8% |
| 3Y | -43.4% | +48.9% | -92.2% | -54.4% |
| All | -87.4% | +40.8% | -128.2% | -89.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling