+299.0%
TSEM vs AEE
+56.4%
+242.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.1% | -8.1% | -7.0% |
| 7D | +7.0% | +1.7% | +5.3% | +6.9% |
| 30D | -29.8% | +9.7% | -39.5% | -29.9% |
| 3M | -41.9% | +5.9% | -47.9% | -42.0% |
| 6M | -45.8% | +6.7% | -52.5% | -46.0% |
| YTD | +25.1% | +17.4% | +7.7% | +23.6% |
| 1Y | +48.2% | +12.7% | +35.6% | +47.0% |
| 3Y | +476.5% | +68.2% | +408.3% | +448.8% |
| All | +299.0% | +56.4% | +242.6% | +286.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling