+19.6%
TMO vs AEE
+46.3%
-26.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -0.6% | -0.8% | +0.1% | -0.5% |
| 30D | +1.1% | -2.9% | +4.0% | +1.7% |
| 3M | +28.3% | -2.4% | +30.7% | +29.1% |
| 6M | +23.3% | -2.7% | +26.0% | +23.8% |
| YTD | +5.5% | +7.3% | -1.8% | +3.1% |
| 1Y | +24.5% | +7.5% | +17.0% | +21.5% |
| 3Y | +19.6% | +46.2% | -26.6% | +4.9% |
| All | +19.6% | +46.3% | -26.7% | +4.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling