+292.1%
TSN vs AEE
+813.9%
-521.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.7% | -0.7% |
| 7D | -6.3% | +0.3% | -6.6% | -6.5% |
| 30D | -10.8% | -2.3% | -8.5% | -10.0% |
| 3M | -8.8% | +0.2% | -9.0% | -9.0% |
| 6M | -16.8% | -4.7% | -12.1% | -15.3% |
| YTD | -10.0% | +8.1% | -18.1% | -13.4% |
| 1Y | -5.3% | +8.5% | -13.8% | -9.1% |
| 3Y | +8.5% | +48.9% | -40.4% | -10.4% |
| 5Y | -22.9% | +39.9% | -62.8% | -35.3% |
| 10Y | -12.6% | +186.5% | -199.2% | -49.7% |
| All | +292.1% | +813.9% | -521.8% | +20.3% |
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