+9.5%
TPR vs AEE
+10.4%
-0.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.8% | -3.2% |
| 7D | -7.3% | +1.1% | -8.4% | -7.5% |
| 30D | -30.7% | 0.0% | -30.7% | -30.8% |
| 3M | -21.6% | -0.9% | -20.7% | -21.9% |
| 6M | -21.3% | -2.4% | -18.9% | -21.3% |
| YTD | -10.2% | +8.6% | -18.8% | -11.8% |
| 1Y | +9.5% | +10.2% | -0.7% | +5.4% |
| All | +9.5% | +10.4% | -0.9% | +5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling