+298.8%
TMUS vs AEE
+378.8%
-80.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.0% |
| 7D | +8.2% | +0.2% | +8.0% | +8.1% |
| 30D | +13.4% | +9.7% | +3.6% | +8.3% |
| 3M | -3.0% | +5.8% | -8.8% | -5.8% |
| 6M | -8.8% | +4.5% | -13.2% | -11.0% |
| YTD | -13.8% | +15.8% | -29.7% | -20.3% |
| 1Y | -17.1% | +10.8% | -27.8% | -21.6% |
| 3Y | +22.7% | +62.8% | -40.1% | -5.4% |
| 5Y | +52.8% | +56.1% | -3.2% | +18.5% |
| 10Y | +244.6% | +216.4% | +28.2% | +67.7% |
| All | +298.8% | +378.8% | -80.0% | +48.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling