+38.5%
TNA vs AEE
+13.9%
+24.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.5% | +1.9% | +3.9% |
| 7D | +2.4% | +4.7% | -2.3% | +1.5% |
| 30D | -0.9% | +13.4% | -14.3% | -3.3% |
| 3M | -19.2% | +4.1% | -23.3% | -19.9% |
| 6M | -0.8% | +2.0% | -2.9% | -1.3% |
| YTD | +33.2% | +15.6% | +17.6% | +26.6% |
| 1Y | +38.5% | +14.1% | +24.4% | +34.2% |
| All | +38.5% | +13.9% | +24.6% | +34.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling