-18.3%
TOST vs AEE
+9.5%
-27.8%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.2% | -1.8% |
| 7D | -0.9% | +0.6% | -1.5% | -0.6% |
| 30D | -3.5% | -1.9% | -1.5% | -4.2% |
| 3M | +38.1% | +0.3% | +37.8% | +39.1% |
| 6M | +9.9% | -3.0% | +12.9% | +9.5% |
| YTD | -6.3% | +8.4% | -14.6% | -4.2% |
| 1Y | -18.3% | +9.8% | -28.1% | -16.5% |
| All | -18.3% | +9.5% | -27.8% | -16.5% |
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