+2,664.3%
TSLA vs AEE
+191.1%
+2,473.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.5% |
| 7D | +3.2% | -0.8% | +4.0% | +3.4% |
| 30D | +11.6% | -2.9% | +14.5% | +12.3% |
| 3M | -8.4% | -2.4% | -6.0% | -8.4% |
| 6M | -10.4% | -2.7% | -7.7% | -10.4% |
| YTD | -18.7% | +7.3% | -26.0% | -21.0% |
| 1Y | -0.9% | +7.5% | -8.5% | -3.9% |
| 3Y | +33.6% | +46.2% | -12.6% | +17.9% |
| 5Y | +48.9% | +39.7% | +9.2% | +32.2% |
| All | +2,664.3% | +191.1% | +2,473.1% | +2,004.7% |
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