-27.7%
TOST vs AEE
+56.4%
-84.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.4% | +3.0% |
| 7D | 0.0% | +1.7% | -1.7% | -0.6% |
| 30D | +16.2% | +9.7% | +6.4% | +12.2% |
| 3M | -1.5% | +5.9% | -7.5% | -3.7% |
| 6M | +55.3% | +6.7% | +48.6% | +50.6% |
| YTD | -2.3% | +17.4% | -19.7% | -10.4% |
| 1Y | -5.5% | +12.7% | -18.2% | -11.6% |
| 3Y | +151.1% | +68.2% | +82.9% | +85.8% |
| All | -27.7% | +56.4% | -84.1% | -46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling