+98.5%
TXT vs AEE
+191.3%
-92.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.4% | -0.3% |
| 7D | -0.2% | -0.7% | +0.5% | +0.1% |
| 30D | -10.2% | -2.0% | -8.2% | -9.3% |
| 3M | -13.3% | -2.8% | -10.4% | -12.2% |
| 6M | -14.4% | -3.6% | -10.8% | -13.0% |
| YTD | -9.1% | +7.3% | -16.4% | -12.6% |
| 1Y | -2.2% | +8.7% | -10.9% | -6.6% |
| 3Y | +5.1% | +46.0% | -41.0% | -14.8% |
| 5Y | +12.8% | +39.8% | -27.0% | -7.6% |
| All | +98.5% | +191.3% | -92.8% | +41.2% |
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