+1,239.7%
TNA vs AEE
+528.0%
+711.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -3.5% |
| 7D | -3.6% | +1.1% | -4.7% | -5.0% |
| 30D | -10.1% | 0.0% | -10.1% | -10.3% |
| 3M | +2.7% | -0.9% | +3.6% | +2.1% |
| 6M | +38.4% | -2.4% | +40.8% | +39.1% |
| YTD | +45.4% | +8.6% | +36.8% | +24.6% |
| 1Y | +55.9% | +10.2% | +45.8% | +29.9% |
| 3Y | +109.8% | +47.8% | +62.0% | +9.7% |
| 5Y | -22.5% | +40.1% | -62.6% | -56.1% |
| 10Y | +87.5% | +195.0% | -107.5% | -70.0% |
| All | +1,239.7% | +528.0% | +711.7% | -56.0% |
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