+1,714.1%
TRV vs AEE
+818.5%
+895.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.8% | +0.6% |
| 7D | +0.2% | +1.1% | -0.9% | -0.4% |
| 30D | -2.3% | 0.0% | -2.3% | -2.4% |
| 3M | +22.7% | -0.9% | +23.6% | +23.1% |
| 6M | +21.9% | -2.4% | +24.3% | +23.2% |
| YTD | +27.5% | +8.6% | +18.8% | +21.2% |
| 1Y | +36.2% | +10.2% | +26.1% | +28.4% |
| 3Y | +140.6% | +47.8% | +92.8% | +90.5% |
| 5Y | +154.5% | +40.1% | +114.4% | +104.0% |
| 10Y | +295.4% | +195.0% | +100.4% | +100.8% |
| All | +1,714.1% | +818.5% | +895.6% | +322.2% |
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 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