-45.4%
TOST vs AEE
+57.4%
-102.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -1.1% |
| 7D | -3.6% | +0.2% | -3.8% | -3.7% |
| 30D | +8.9% | +9.7% | -0.8% | +5.3% |
| 3M | -2.2% | +5.8% | -8.0% | -4.3% |
| 6M | +41.0% | +4.5% | +36.5% | +38.0% |
| YTD | -4.0% | +15.8% | -19.8% | -11.2% |
| 1Y | -9.6% | +10.8% | -20.3% | -14.5% |
| 3Y | +141.7% | +62.8% | +78.9% | +84.5% |
| 5Y | -29.5% | +56.1% | -85.6% | -44.3% |
| All | -45.4% | +57.4% | -102.8% | -56.9% |
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