+39.2%
AEM vs TTMI
+171.3%
-132.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +8.8% | -10.0% | -2.7% |
| 7D | -0.5% | +5.9% | -6.4% | -1.5% |
| 30D | +24.0% | -4.3% | +28.3% | +24.4% |
| 3M | +16.1% | -32.0% | +48.1% | +23.0% |
| 6M | -11.6% | +19.5% | -31.1% | -17.9% |
| YTD | +21.5% | +82.0% | -60.5% | +2.3% |
| 1Y | +39.2% | +172.6% | -133.4% | +8.6% |
| All | +39.2% | +171.3% | -132.1% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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