+36.3%
TRV vs AEE
+8.8%
+27.6%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +1.9% | -0.8% | +2.7% | +2.2% |
| 30D | +1.7% | -2.9% | +4.6% | +2.8% |
| 3M | +23.9% | -2.4% | +26.3% | +24.7% |
| 6M | +26.3% | -2.7% | +29.0% | +27.2% |
| YTD | +30.8% | +7.3% | +23.6% | +28.6% |
| 1Y | +36.3% | +7.5% | +28.8% | +32.2% |
| All | +36.3% | +8.8% | +27.6% | +32.2% |
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