+30.0%
TXG vs AEE
+69.9%
-39.9%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.4% | +3.3% |
| 7D | +9.5% | -0.8% | +10.3% | +9.8% |
| 30D | +18.8% | -2.9% | +21.7% | +19.8% |
| 3M | +136.1% | -2.4% | +138.5% | +136.9% |
| 6M | +235.2% | -2.7% | +237.9% | +235.7% |
| YTD | +320.5% | +7.3% | +313.3% | +306.1% |
| 1Y | +425.2% | +7.5% | +417.6% | +406.7% |
| 3Y | +42.9% | +46.2% | -3.3% | +21.2% |
| 5Y | -62.8% | +39.7% | -102.5% | -68.0% |
| All | +30.0% | +69.9% | -39.9% | -6.3% |
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 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