+1,779.8%
TSM vs AEE
+191.1%
+1,588.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.3% | +1.2% |
| 7D | +1.0% | -0.8% | +1.8% | +1.1% |
| 30D | +1.0% | -2.9% | +3.9% | +1.4% |
| 3M | +2.9% | -2.4% | +5.3% | +3.0% |
| 6M | +22.8% | -2.7% | +25.5% | +22.9% |
| YTD | +43.3% | +7.3% | +36.0% | +40.8% |
| 1Y | +69.2% | +7.5% | +61.6% | +66.0% |
| 3Y | +404.5% | +46.2% | +358.3% | +360.6% |
| 5Y | +282.2% | +39.7% | +242.5% | +249.3% |
| All | +1,779.8% | +191.1% | +1,588.6% | +1,316.0% |
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 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