+1,636.6%
TMO vs AEE
+806.8%
+829.8%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -0.6% | -0.8% | +0.1% | -0.3% |
| 30D | +1.1% | -2.9% | +4.0% | +2.3% |
| 3M | +28.3% | -2.4% | +30.7% | +29.5% |
| 6M | +23.3% | -2.7% | +26.0% | +24.0% |
| YTD | +5.5% | +7.3% | -1.8% | +1.5% |
| 1Y | +24.5% | +7.5% | +17.0% | +19.6% |
| 3Y | +19.6% | +46.2% | -26.6% | -0.9% |
| 5Y | +8.1% | +39.7% | -31.6% | -9.4% |
| 10Y | +336.7% | +191.3% | +145.5% | +150.6% |
| All | +1,636.6% | +806.8% | +829.8% | +476.7% |
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