-38.4%
TRI vs AEE
+8.8%
-47.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.4% |
| 7D | -0.5% | +0.3% | -0.8% | -0.4% |
| 30D | +7.9% | -2.3% | +10.1% | +7.3% |
| 3M | +24.1% | +0.2% | +23.8% | +26.3% |
| 6M | +3.8% | -4.7% | +8.6% | +3.8% |
| YTD | -16.9% | +8.1% | -25.0% | -16.2% |
| 1Y | -38.4% | +8.5% | -46.9% | -38.1% |
| All | -38.4% | +8.8% | -47.2% | -38.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling