30 The Lord praised their understanding, and answered not that He was sent from, but that He had come out from, God, signifying by the words “come out from” the great fact of His birth from the incorporeal God. He had already proclaimed the birth in the same language, when He said, You love Me, and believe that I came out from the Father, and came from the Father into this world. He had come from the Father into this world, because He had come out from God.
To show that He signifies His birth by the coming out, He adds that He has come from the Father; and since He had come out from God, because He had come from the Father, that “coming out,” followed, as it is, by the confession of the Father's name, is simply and solely the birth. To the Apostles, then, as understanding this mystery of His coming out, He continues, You believe now, Behold the hour comes, yea has come, that you shall be scattered, every man to his own, and shall leave Me alone: yet I am not alone, because the Father is with Me. He would show that the “coming out” is not a separation from God the Father, but a birth, which by His being born continues in Him the nature of God the Father, and therefore He adds that He is not alone, but the Father is with Him; in power, that is, and unity of nature, for the Father was abiding in Him, speaking in His words, and working in His works.
Lastly to show the reason of this whole discourse, He adds, These things I have spoken to you, that in Me ye may have peace. In this world you shall have tribulation: but be of good cheer, for I have overcome the world. He has spoken these things unto them, that in Him they may abide in peace, not torn asunder by the passion of dissension over debates about the faith. He was left alone, but was not alone, for He had come out from God, and there abode still in Him the God, from Whom He had come out. Therefore he bade them, when they were harassed in the world, to wait for His promises, for since He had come out from God, and God was still in Him, He had conquered the world.
Source: On the Trinity (New Advent)