+0.4%
TSEM vs AEE
+892.1%
-891.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.1% | -8.1% | -7.2% |
| 7D | +7.0% | +1.7% | +5.3% | +6.5% |
| 30D | -29.8% | +9.7% | -39.5% | -31.6% |
| 3M | -41.9% | +5.9% | -47.9% | -42.9% |
| 6M | -45.8% | +6.7% | -52.5% | -47.0% |
| YTD | +25.1% | +17.4% | +7.7% | +19.2% |
| 1Y | +48.2% | +12.7% | +35.6% | +42.6% |
| 3Y | +476.5% | +68.2% | +408.3% | +394.4% |
| 5Y | +301.4% | +57.3% | +244.1% | +245.8% |
| 10Y | +812.9% | +220.6% | +592.3% | +529.2% |
| All | +0.4% | +892.1% | -891.7% | -39.3% |
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 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