+76.5%
TNA vs AEE
+191.1%
-114.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -7.3% | -0.8% | -6.5% | -6.5% |
| 30D | -14.2% | -2.9% | -11.3% | -11.6% |
| 3M | -4.6% | -2.4% | -2.2% | -3.3% |
| 6M | +36.9% | -2.7% | +39.6% | +38.3% |
| YTD | +42.5% | +7.3% | +35.3% | +28.7% |
| 1Y | +45.8% | +7.5% | +38.2% | +30.5% |
| 3Y | +104.7% | +46.2% | +58.4% | +27.7% |
| 5Y | -21.7% | +39.7% | -61.4% | -47.6% |
| All | +76.5% | +191.1% | -114.6% | -7.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling