+69.0%
TPG vs AEE
+37.6%
+31.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.7% | +1.6% |
| 7D | -9.4% | -0.8% | -8.6% | -9.2% |
| 30D | -5.3% | -2.9% | -2.3% | -4.4% |
| 3M | +12.9% | -2.4% | +15.3% | +13.5% |
| 6M | +20.1% | -2.7% | +22.8% | +20.5% |
| YTD | -22.5% | +7.3% | -29.8% | -25.0% |
| 1Y | -19.7% | +7.5% | -27.2% | -22.4% |
| 3Y | +81.2% | +46.2% | +35.0% | +52.9% |
| All | +69.0% | +37.6% | +31.4% | +50.8% |
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