+356.2%
TPR vs AEE
+222.5%
+133.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.6% |
| 7D | -0.3% | +1.7% | -2.0% | -1.0% |
| 30D | +15.1% | +9.7% | +5.4% | +10.5% |
| 3M | +3.5% | +5.9% | -2.4% | +0.9% |
| 6M | +0.4% | +6.7% | -6.3% | -2.8% |
| YTD | +4.6% | +17.4% | -12.8% | -3.2% |
| 1Y | +33.1% | +12.7% | +20.4% | +25.4% |
| 3Y | +396.0% | +68.2% | +327.8% | +280.2% |
| 5Y | +230.3% | +57.3% | +173.0% | +154.5% |
| All | +356.2% | +222.5% | +133.7% | +216.3% |
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 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