+22,061.2%
TSM vs AEE
+813.9%
+21,247.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.8% |
| 7D | +2.7% | +0.3% | +2.4% | +2.6% |
| 30D | +3.6% | -2.3% | +5.9% | +4.3% |
| 3M | -3.4% | +0.2% | -3.6% | -4.0% |
| 6M | +20.6% | -4.7% | +25.4% | +21.7% |
| YTD | +41.9% | +8.1% | +33.8% | +37.0% |
| 1Y | +84.4% | +8.5% | +75.8% | +77.4% |
| 3Y | +380.2% | +48.9% | +331.3% | +303.5% |
| 5Y | +275.3% | +39.9% | +235.4% | +217.4% |
| 10Y | +1,751.4% | +186.5% | +1,564.8% | +1,008.5% |
| All | +22,061.2% | +813.9% | +21,247.3% | +8,983.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling