-44.4%
TOST vs AEE
+58.4%
-102.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.1% |
| 7D | +4.0% | +2.3% | +1.7% | +3.2% |
| 30D | +11.1% | +11.6% | -0.5% | +6.7% |
| 3M | +0.8% | +5.5% | -4.7% | -1.2% |
| 6M | +38.8% | +6.0% | +32.8% | +35.1% |
| YTD | -2.1% | +16.6% | -18.7% | -9.7% |
| 1Y | -6.0% | +12.1% | -18.1% | -11.6% |
| 3Y | +149.8% | +64.2% | +85.6% | +90.0% |
| 5Y | -42.8% | +59.1% | -101.9% | -54.6% |
| All | -44.4% | +58.4% | -102.8% | -56.1% |
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