+317.8%
TMUS vs AEE
+186.8%
+131.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -1.9% | -2.2% |
| 7D | -5.3% | +1.1% | -6.4% | -5.7% |
| 30D | +0.1% | 0.0% | +0.1% | 0.0% |
| 3M | -0.6% | -0.9% | +0.3% | -0.4% |
| 6M | -17.5% | -2.4% | -15.1% | -17.0% |
| YTD | -11.3% | +8.6% | -19.9% | -14.2% |
| 1Y | -25.4% | +10.2% | -35.5% | -28.3% |
| 3Y | +35.5% | +47.8% | -12.3% | +16.6% |
| 5Y | +41.9% | +40.1% | +1.8% | +23.6% |
| 10Y | +317.8% | +195.0% | +122.8% | +194.7% |
| All | +317.8% | +186.8% | +131.0% | +194.7% |
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 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