+306.7%
TPR vs AEE
+186.8%
+119.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.8% | -3.1% |
| 7D | -7.3% | +1.1% | -8.4% | -7.7% |
| 30D | -30.7% | 0.0% | -30.7% | -30.8% |
| 3M | -21.6% | -0.9% | -20.7% | -21.6% |
| 6M | -21.3% | -2.4% | -18.9% | -20.9% |
| YTD | -10.2% | +8.6% | -18.8% | -13.9% |
| 1Y | +9.5% | +10.2% | -0.7% | +4.1% |
| 3Y | +280.8% | +47.8% | +233.0% | +210.0% |
| 5Y | +218.7% | +40.1% | +178.6% | +160.3% |
| 10Y | +306.7% | +195.0% | +111.7% | +185.9% |
| All | +306.7% | +186.8% | +119.9% | +185.9% |
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