+3,594.0%
AEM vs TT
+16,138.6%
-12,544.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.3% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | +24.0% | -7.2% | +31.2% | +25.1% |
| 3M | +16.1% | -3.0% | +19.1% | +16.4% |
| 6M | -11.6% | +1.4% | -13.0% | -11.8% |
| YTD | +21.5% | +15.9% | +5.7% | +19.5% |
| 1Y | +39.2% | +9.4% | +29.8% | +37.7% |
| 3Y | +347.4% | +124.4% | +223.1% | +306.1% |
| 5Y | +290.1% | +138.0% | +152.1% | +249.4% |
| 10Y | +357.8% | +886.4% | -528.6% | +246.7% |
| All | +3,594.0% | +16,138.6% | -12,544.7% | +3,333.0% |
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