+20.8%
TMUS vs AEE
+59.5%
-38.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.0% | +3.1% | +3.7% |
| 7D | +5.3% | +2.3% | +3.0% | +4.4% |
| 30D | +13.5% | +11.6% | +2.0% | +8.9% |
| 3M | -4.2% | +5.5% | -9.7% | -6.2% |
| 6M | -11.9% | +6.0% | -17.9% | -13.9% |
| YTD | -15.6% | +16.6% | -32.2% | -20.7% |
| 1Y | -16.8% | +12.1% | -28.8% | -20.6% |
| 3Y | +20.8% | +64.2% | -43.4% | +6.9% |
| All | +20.8% | +59.5% | -38.7% | +6.9% |
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