-18.0%
TSN vs AEE
+56.4%
-74.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.2% |
| 7D | -1.4% | +1.7% | -3.1% | -2.1% |
| 30D | +8.5% | +9.7% | -1.3% | +4.4% |
| 3M | +5.3% | +5.9% | -0.6% | +2.8% |
| 6M | -10.5% | +6.7% | -17.2% | -13.1% |
| YTD | +3.0% | +17.4% | -14.4% | -4.1% |
| 1Y | +12.1% | +12.7% | -0.5% | +6.2% |
| 3Y | +43.1% | +68.2% | -25.1% | +13.7% |
| All | -18.0% | +56.4% | -74.4% | -33.8% |
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