-44.5%
TOST vs AEE
+56.8%
-101.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +9.4% | +2.1% | +7.3% | +8.7% |
| 30D | +13.5% | +11.4% | +2.1% | +9.1% |
| 3M | -0.1% | +5.0% | -5.1% | -2.0% |
| 6M | +22.5% | +4.4% | +18.0% | +19.8% |
| YTD | -2.4% | +15.4% | -17.8% | -9.6% |
| 1Y | -4.7% | +13.8% | -18.5% | -11.2% |
| 3Y | +103.2% | +58.0% | +45.2% | +57.8% |
| 5Y | -41.2% | +52.9% | -94.2% | -52.7% |
| All | -44.5% | +56.8% | -101.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling