+240.8%
TMUS vs AEE
+211.4%
+29.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +9.5% | +3.0% | +6.5% | +8.3% |
| 30D | +13.8% | +11.2% | +2.6% | +9.4% |
| 3M | -4.6% | +7.0% | -11.6% | -7.0% |
| 6M | -11.7% | +5.7% | -17.4% | -13.7% |
| YTD | -15.4% | +16.2% | -31.6% | -20.3% |
| 1Y | -16.1% | +12.0% | -28.2% | -19.9% |
| 3Y | +20.5% | +63.4% | -42.9% | -0.2% |
| 5Y | +48.7% | +56.0% | -7.3% | +24.3% |
| 10Y | +240.8% | +217.4% | +23.4% | +134.6% |
| All | +240.8% | +211.4% | +29.4% | +134.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling