+8,398.6%
TPR vs AEE
+786.5%
+7,612.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.1% | -1.0% |
| 7D | +14.2% | +2.1% | +12.1% | +12.9% |
| 30D | +17.1% | +11.4% | +5.7% | +10.4% |
| 3M | -17.7% | +5.0% | -22.7% | -20.0% |
| 6M | -10.2% | +4.4% | -14.6% | -12.8% |
| YTD | +4.9% | +15.4% | -10.5% | -3.8% |
| 1Y | +36.1% | +13.8% | +22.4% | +25.7% |
| 3Y | +416.5% | +58.0% | +358.5% | +288.1% |
| 5Y | +254.8% | +52.9% | +201.8% | +163.8% |
| 10Y | +391.7% | +205.1% | +186.7% | +133.9% |
| All | +8,398.6% | +786.5% | +7,612.1% | +1,730.1% |
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