+3,125.8%
TSLA vs AEE
+222.5%
+2,903.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.1% |
| 7D | +8.9% | +1.7% | +7.2% | +8.5% |
| 30D | +6.3% | +9.7% | -3.5% | +3.9% |
| 3M | +14.8% | +5.9% | +8.9% | +13.1% |
| 6M | -12.4% | +6.7% | -19.1% | -14.2% |
| YTD | -13.2% | +17.4% | -30.6% | -17.5% |
| 1Y | -2.9% | +12.7% | -15.6% | -6.7% |
| 3Y | +74.4% | +68.2% | +6.2% | +48.7% |
| 5Y | +13.3% | +57.3% | -44.0% | -2.2% |
| All | +3,125.8% | +222.5% | +2,903.3% | +2,420.7% |
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