+310.3%
TPR vs AEE
+49.6%
+260.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -2.3% | +0.3% | -2.6% | -2.4% |
| 30D | -23.0% | -2.3% | -20.7% | -22.7% |
| 3M | -12.5% | +0.2% | -12.7% | -12.7% |
| 6M | -21.4% | -4.7% | -16.7% | -20.9% |
| YTD | -3.5% | +8.1% | -11.6% | -5.1% |
| 1Y | +17.4% | +8.5% | +8.8% | +15.2% |
| All | +310.3% | +49.6% | +260.7% | +263.5% |
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