+419.8%
TXN vs AEE
+191.1%
+228.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.9% | +3.8% |
| 7D | +4.0% | -0.8% | +4.7% | +4.3% |
| 30D | -2.9% | -2.9% | +0.1% | -1.8% |
| 3M | -9.1% | -2.4% | -6.7% | -8.8% |
| 6M | +36.6% | -2.7% | +39.3% | +37.2% |
| YTD | +57.5% | +7.3% | +50.2% | +52.4% |
| 1Y | +49.5% | +7.5% | +42.0% | +44.3% |
| 3Y | +76.5% | +46.2% | +30.3% | +49.0% |
| 5Y | +62.4% | +39.7% | +22.7% | +38.3% |
| All | +419.8% | +191.1% | +228.6% | +259.3% |
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