-88.4%
TMF vs AEE
+58.9%
-147.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -1.0% | -0.5% |
| 7D | +0.6% | +2.3% | -1.7% | -0.6% |
| 30D | +16.3% | +11.6% | +4.7% | +10.0% |
| 3M | -2.7% | +5.5% | -8.2% | -5.3% |
| 6M | -13.2% | +6.0% | -19.2% | -16.0% |
| YTD | -16.7% | +16.6% | -33.3% | -23.4% |
| 1Y | -22.7% | +12.1% | -34.8% | -27.5% |
| 3Y | -26.1% | +64.2% | -90.3% | -43.3% |
| 5Y | -88.4% | +59.1% | -147.5% | -89.9% |
| All | -88.4% | +58.9% | -147.4% | -89.9% |
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 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