-0.8%
TOST vs AEE
+13.9%
-14.6%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.5% | +3.0% | +6.3% |
| 7D | +10.7% | +4.7% | +6.0% | +12.5% |
| 30D | +17.7% | +13.4% | +4.3% | +23.6% |
| 3M | +4.6% | +4.1% | +0.6% | +5.5% |
| 6M | +20.3% | +2.0% | +18.2% | +20.9% |
| YTD | -0.4% | +15.6% | -16.0% | +5.3% |
| 1Y | -0.8% | +14.1% | -14.9% | +5.3% |
| All | -0.8% | +13.9% | -14.6% | +5.3% |
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