-46.7%
TOST vs AEE
+48.3%
-95.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -2.3% |
| 7D | -0.9% | +1.3% | -2.2% | -1.4% |
| 30D | -3.5% | -1.2% | -2.2% | -3.1% |
| 3M | +38.1% | +1.0% | +37.1% | +37.0% |
| 6M | +9.9% | -2.3% | +12.2% | +9.9% |
| YTD | -6.3% | +9.1% | -15.4% | -11.4% |
| 1Y | -18.3% | +10.6% | -28.9% | -23.4% |
| 3Y | +59.7% | +48.5% | +11.2% | +27.0% |
| All | -46.7% | +48.3% | -95.0% | -57.0% |
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 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