+5,079.1%
TT vs AEE
+885.6%
+4,193.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.0% | +3.6% | +4.1% |
| 7D | +1.7% | +2.3% | -0.6% | +0.5% |
| 30D | -11.8% | +11.6% | -23.4% | -17.1% |
| 3M | -12.6% | +5.5% | -18.1% | -15.3% |
| 6M | -9.4% | +6.0% | -15.4% | -12.8% |
| YTD | +8.8% | +16.6% | -7.8% | -0.8% |
| 1Y | -2.5% | +12.1% | -14.6% | -9.3% |
| 3Y | +95.7% | +64.2% | +31.4% | +44.3% |
| 5Y | +135.7% | +59.1% | +76.6% | +74.6% |
| 10Y | +750.6% | +210.2% | +540.4% | +299.4% |
| All | +5,079.1% | +885.6% | +4,193.4% | +1,023.5% |
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