-70.2%
TMF vs AEE
+880.1%
-950.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.3% | -3.6% | -3.9% |
| 7D | -1.1% | +3.0% | -4.1% | -0.7% |
| 30D | +11.8% | +11.2% | +0.6% | +13.3% |
| 3M | -4.0% | +7.0% | -11.0% | -3.3% |
| 6M | -16.5% | +5.7% | -22.2% | -16.0% |
| YTD | -19.9% | +16.2% | -36.1% | -18.3% |
| 1Y | -25.6% | +12.0% | -37.6% | -24.5% |
| 3Y | -29.9% | +63.4% | -93.2% | -24.1% |
| 5Y | -88.2% | +56.0% | -144.3% | -87.4% |
| 10Y | -81.7% | +217.4% | -299.1% | -73.6% |
| All | -70.2% | +880.1% | -950.2% | +20.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling