+52.0%
TSEM vs AEE
+813.9%
-761.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.1% | +7.8% | +7.8% |
| 7D | +6.9% | +0.3% | +6.6% | +6.8% |
| 30D | +5.3% | -2.3% | +7.6% | +5.9% |
| 3M | -14.9% | +0.2% | -15.1% | -15.4% |
| 6M | +80.0% | -4.7% | +84.8% | +81.5% |
| YTD | +89.4% | +8.1% | +81.3% | +84.6% |
| 1Y | +253.1% | +8.5% | +244.5% | +243.1% |
| 3Y | +642.1% | +48.9% | +593.2% | +557.1% |
| 5Y | +659.1% | +39.9% | +619.2% | +574.7% |
| 10Y | +1,291.4% | +186.5% | +1,104.8% | +888.2% |
| All | +52.0% | +813.9% | -761.9% | -6.0% |
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