+668.0%
TSEM vs AEE
+48.1%
+619.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.0% | -1.5% |
| 7D | +4.7% | +1.1% | +3.7% | +4.7% |
| 30D | -14.2% | 0.0% | -14.3% | -14.2% |
| 3M | -5.0% | -0.9% | -4.1% | -5.4% |
| 6M | +87.6% | -2.4% | +90.0% | +87.2% |
| YTD | +84.4% | +8.6% | +75.8% | +82.6% |
| 1Y | +235.4% | +10.2% | +225.3% | +230.9% |
| All | +668.0% | +48.1% | +619.8% | +621.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling