+348.5%
TSN vs AEE
+892.1%
-543.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.2% |
| 7D | -1.4% | +1.7% | -3.1% | -2.2% |
| 30D | +8.5% | +9.7% | -1.3% | +4.2% |
| 3M | +5.3% | +5.9% | -0.6% | +2.6% |
| 6M | -10.5% | +6.7% | -17.2% | -13.2% |
| YTD | +3.0% | +17.4% | -14.4% | -4.5% |
| 1Y | +12.1% | +12.7% | -0.5% | +5.9% |
| 3Y | +43.1% | +68.2% | -25.1% | +12.1% |
| 5Y | -15.1% | +57.3% | -72.4% | -32.2% |
| 10Y | +14.8% | +220.6% | -205.8% | -37.1% |
| All | +348.5% | +892.1% | -543.6% | +32.8% |
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 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