+1,282.5%
TSEM vs AEE
+191.1%
+1,091.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -4.9% | -0.8% | -4.1% | -4.7% |
| 30D | -18.7% | -2.9% | -15.8% | -18.3% |
| 3M | -18.1% | -2.4% | -15.7% | -18.0% |
| 6M | +77.1% | -2.7% | +79.8% | +77.4% |
| YTD | +80.1% | +7.3% | +72.9% | +76.5% |
| 1Y | +220.4% | +7.5% | +212.8% | +213.3% |
| 3Y | +650.1% | +46.2% | +603.9% | +578.3% |
| 5Y | +628.9% | +39.7% | +589.2% | +558.6% |
| All | +1,282.5% | +191.1% | +1,091.3% | +1,026.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling