+513.1%
TRI vs AEE
+617.1%
-104.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.4% | -1.7% |
| 7D | -8.4% | +1.1% | -9.4% | -8.8% |
| 30D | -6.5% | 0.0% | -6.5% | -6.5% |
| 3M | +18.6% | -0.9% | +19.5% | +18.9% |
| 6M | -10.4% | -2.4% | -8.0% | -10.1% |
| YTD | -23.7% | +8.6% | -32.3% | -27.1% |
| 1Y | -42.5% | +10.2% | -52.6% | -45.4% |
| 3Y | -19.3% | +47.8% | -67.1% | -33.2% |
| 5Y | -9.7% | +40.1% | -49.8% | -24.4% |
| 10Y | +194.4% | +195.0% | -0.6% | +68.4% |
| All | +513.1% | +617.1% | -104.0% | +106.1% |
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