+237.8%
TMUS vs AEE
+222.5%
+15.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.0% |
| 7D | +4.9% | +1.7% | +3.2% | +4.2% |
| 30D | +7.7% | +9.7% | -2.0% | +4.1% |
| 3M | -6.8% | +5.9% | -12.7% | -8.8% |
| 6M | -9.7% | +6.7% | -16.4% | -12.0% |
| YTD | -15.0% | +17.4% | -32.3% | -20.2% |
| 1Y | -19.1% | +12.7% | -31.8% | -22.9% |
| 3Y | +21.4% | +68.2% | -46.8% | -0.5% |
| 5Y | +51.2% | +57.3% | -6.1% | +25.9% |
| All | +237.8% | +222.5% | +15.3% | +133.4% |
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