+34.4%
TSLA vs AEE
+48.1%
-13.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.4% | -0.1% |
| 7D | +3.0% | +1.1% | +2.0% | +3.0% |
| 30D | +11.2% | 0.0% | +11.2% | +11.1% |
| 3M | -7.3% | -0.9% | -6.4% | -7.8% |
| 6M | -7.7% | -2.4% | -5.3% | -8.1% |
| YTD | -18.2% | +8.6% | -26.9% | -20.3% |
| 1Y | +6.0% | +10.2% | -4.1% | +2.8% |
| All | +34.4% | +48.1% | -13.7% | +22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling