+38.7%
TMUS vs AEE
+48.3%
-9.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.5% | -3.5% |
| 7D | +0.1% | +0.3% | -0.2% | 0.0% |
| 30D | +5.3% | -2.3% | +7.5% | +6.1% |
| 3M | +3.1% | +0.2% | +2.9% | +3.0% |
| 6M | -16.5% | -4.7% | -11.7% | -15.0% |
| YTD | -9.2% | +8.1% | -17.3% | -12.0% |
| 1Y | -26.5% | +8.5% | -35.0% | -28.9% |
| All | +38.7% | +48.3% | -9.6% | +25.0% |
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