-9.8%
TRI vs AEE
+38.7%
-48.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.8% | +1.7% |
| 7D | -7.9% | -0.8% | -7.1% | -7.7% |
| 30D | -4.5% | -2.9% | -1.6% | -3.9% |
| 3M | +22.1% | -2.4% | +24.5% | +22.8% |
| 6M | -2.8% | -2.7% | -0.1% | -2.4% |
| YTD | -23.4% | +7.3% | -30.7% | -25.6% |
| 1Y | -41.5% | +7.5% | -49.1% | -43.3% |
| 3Y | -19.2% | +46.2% | -65.4% | -28.6% |
| All | -9.8% | +38.7% | -48.5% | -20.0% |
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