+957.3%
TT vs AEE
+186.8%
+770.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | +1.4% | +1.1% | +0.4% | +1.0% |
| 30D | -6.7% | 0.0% | -6.7% | -6.7% |
| 3M | -5.4% | -0.9% | -4.5% | -5.4% |
| 6M | +4.4% | -2.4% | +6.8% | +4.9% |
| YTD | +14.9% | +8.6% | +6.3% | +10.6% |
| 1Y | +9.3% | +10.2% | -0.9% | +4.4% |
| 3Y | +121.7% | +47.8% | +73.9% | +85.2% |
| 5Y | +148.2% | +40.1% | +108.0% | +110.7% |
| 10Y | +957.3% | +195.0% | +762.2% | +662.6% |
| All | +957.3% | +186.8% | +770.5% | +662.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling