+297.5%
AEM vs TT
+146.0%
+151.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | +4.3% | +1.6% | +2.8% | +4.0% |
| 30D | +13.1% | -7.3% | +20.4% | +15.1% |
| 3M | +24.8% | -2.6% | +27.4% | +25.4% |
| 6M | -8.2% | +5.9% | -14.1% | -9.3% |
| YTD | +19.8% | +15.4% | +4.4% | +16.7% |
| 1Y | +32.1% | +8.2% | +23.8% | +30.2% |
| 3Y | +348.2% | +122.7% | +225.5% | +284.9% |
| 5Y | +297.5% | +145.0% | +152.5% | +218.7% |
| All | +297.5% | +146.0% | +151.5% | +218.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling