+7,716.4%
TPR vs AEE
+730.5%
+6,986.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -2.3% | +0.3% | -2.6% | -2.5% |
| 30D | -23.0% | -2.3% | -20.7% | -22.1% |
| 3M | -12.5% | +0.2% | -12.7% | -13.0% |
| 6M | -21.4% | -4.7% | -16.7% | -19.8% |
| YTD | -3.5% | +8.1% | -11.6% | -8.3% |
| 1Y | +17.4% | +8.5% | +8.8% | +11.1% |
| 3Y | +291.3% | +48.9% | +242.4% | +202.8% |
| 5Y | +241.9% | +39.9% | +202.0% | +166.8% |
| 10Y | +322.7% | +186.5% | +136.1% | +107.7% |
| All | +7,716.4% | +730.5% | +6,986.0% | +1,645.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling