+240.4%
TPR vs AEE
+40.8%
+199.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -22.6% |
| 3M | -12.5% | +0.2% | -12.7% | -12.7% |
| 6M | -21.4% | -4.7% | -16.7% | -20.8% |
| YTD | -3.5% | +8.1% | -11.6% | -5.3% |
| 1Y | +17.4% | +8.5% | +8.8% | +15.0% |
| 3Y | +291.3% | +48.9% | +242.4% | +253.7% |
| All | +240.4% | +40.8% | +199.7% | +203.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling