+12.5%
TXT vs AEE
+39.2%
-26.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.9% | +0.6% |
| 7D | +0.8% | +1.1% | -0.2% | +0.4% |
| 30D | -10.4% | 0.0% | -10.4% | -10.4% |
| 3M | -14.3% | -0.9% | -13.4% | -14.1% |
| 6M | -15.1% | -2.4% | -12.7% | -14.4% |
| YTD | -8.3% | +8.6% | -17.0% | -11.5% |
| 1Y | -0.7% | +10.2% | -10.9% | -4.8% |
| 3Y | +6.0% | +47.8% | -41.8% | -10.0% |
| 5Y | +12.5% | +40.1% | -27.6% | -3.2% |
| All | +12.5% | +39.2% | -26.6% | -3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling