+377.9%
TPR vs AEE
+202.4%
+175.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.1% | -1.0% |
| 7D | +14.2% | +2.1% | +12.1% | +13.2% |
| 30D | +17.1% | +11.4% | +5.7% | +11.7% |
| 3M | -17.7% | +5.0% | -22.7% | -19.5% |
| 6M | -10.2% | +4.4% | -14.6% | -12.2% |
| YTD | +4.9% | +15.4% | -10.5% | -2.2% |
| 1Y | +36.1% | +13.8% | +22.4% | +27.6% |
| 3Y | +416.5% | +58.0% | +358.5% | +307.8% |
| 5Y | +254.8% | +52.9% | +201.8% | +177.1% |
| All | +377.9% | +202.4% | +175.6% | +232.7% |
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