+396.0%
TPR vs AEE
+65.0%
+331.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.4% |
| 7D | -0.3% | +1.7% | -2.0% | -0.7% |
| 30D | +15.1% | +9.7% | +5.4% | +12.9% |
| 3M | +3.5% | +5.9% | -2.4% | +2.3% |
| 6M | +0.4% | +6.7% | -6.3% | -1.2% |
| YTD | +4.6% | +17.4% | -12.8% | +1.0% |
| 1Y | +33.1% | +12.7% | +20.4% | +29.5% |
| 3Y | +396.0% | +68.2% | +327.8% | +299.3% |
| All | +396.0% | +65.0% | +331.0% | +299.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling