+3,336.5%
AEM vs TT
+15,156.8%
-11,820.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.1% | -5.2% | -5.2% |
| 7D | +13.9% | +0.8% | +13.0% | +13.7% |
| 30D | +0.8% | -11.8% | +12.5% | +2.3% |
| 3M | +5.8% | -11.6% | +17.3% | +7.3% |
| 6M | -1.0% | -9.3% | +8.3% | +0.2% |
| YTD | +13.1% | +8.9% | +4.2% | +12.0% |
| 1Y | +14.4% | -2.2% | +16.7% | +14.7% |
| 3Y | +325.7% | +91.9% | +233.8% | +293.9% |
| 5Y | +273.7% | +136.0% | +137.7% | +235.5% |
| 10Y | +390.1% | +734.7% | -344.6% | +278.4% |
| All | +3,336.5% | +15,156.8% | -11,820.3% | +3,117.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling