+320.5%
TMUS vs AEE
+346.8%
-26.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.5% | -3.5% |
| 7D | +0.1% | +0.3% | -0.2% | -0.1% |
| 30D | +5.3% | -2.3% | +7.5% | +6.4% |
| 3M | +3.1% | +0.2% | +2.9% | +2.8% |
| 6M | -16.5% | -4.7% | -11.7% | -14.7% |
| YTD | -9.2% | +8.1% | -17.3% | -13.0% |
| 1Y | -26.5% | +8.5% | -35.0% | -29.8% |
| 3Y | +39.0% | +48.9% | -9.9% | +11.9% |
| 5Y | +40.4% | +39.9% | +0.5% | +15.0% |
| 10Y | +303.7% | +186.5% | +117.2% | +106.5% |
| All | +320.5% | +346.8% | -26.4% | +61.6% |
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