+265.7%
TSM vs AEE
+56.4%
+209.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -1.6% |
| 7D | +6.2% | +1.7% | +4.5% | +6.3% |
| 30D | -7.3% | +9.7% | -17.0% | -6.7% |
| 3M | -7.1% | +5.9% | -13.1% | -6.7% |
| 6M | +0.2% | +6.7% | -6.5% | +0.7% |
| YTD | +32.2% | +17.4% | +14.9% | +33.0% |
| 1Y | +42.8% | +12.7% | +30.1% | +43.5% |
| 3Y | +330.4% | +68.2% | +262.2% | +328.6% |
| All | +265.7% | +56.4% | +209.3% | +269.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling