+11.8%
AEM vs TT
-0.9%
+12.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.3% | -2.8% |
| 7D | +1.4% | +3.5% | -2.1% | -0.5% |
| 30D | -1.2% | -11.0% | +9.9% | +4.7% |
| 3M | +2.5% | -12.0% | +14.6% | +9.1% |
| 6M | -5.1% | -10.4% | +5.3% | -0.3% |
| YTD | +10.4% | +9.9% | +0.5% | +11.1% |
| 1Y | +11.8% | +1.5% | +10.3% | +18.5% |
| All | +11.8% | -0.9% | +12.7% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 1y: compounded portfolio wealth divided by compounded TT 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…
1y analysis · Full analysis span regression · 6 months rolling