+271.5%
TRGP vs AEE
+46.3%
+225.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.6% |
| 7D | -0.6% | -0.7% | +0.1% | -0.3% |
| 30D | +10.0% | -2.0% | +11.9% | +10.7% |
| 3M | +7.6% | -2.8% | +10.4% | +8.5% |
| 6M | +26.8% | -3.6% | +30.4% | +28.0% |
| YTD | +60.6% | +7.3% | +53.2% | +55.8% |
| 1Y | +82.5% | +8.7% | +73.8% | +75.9% |
| All | +271.5% | +46.3% | +225.2% | +228.6% |
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