+14.4%
AEM vs TT
-2.5%
+16.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.1% | -5.2% | -5.2% |
| 7D | +13.9% | +0.8% | +13.0% | +13.2% |
| 30D | +0.8% | -11.8% | +12.5% | +7.1% |
| 3M | +5.8% | -11.6% | +17.3% | +12.2% |
| 6M | -1.0% | -9.3% | +8.3% | +3.3% |
| YTD | +13.1% | +8.9% | +4.2% | +14.3% |
| 1Y | +14.4% | -2.2% | +16.7% | +23.1% |
| All | +14.4% | -2.5% | +16.9% | +23.1% |
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