+346.7%
AEM vs TTMI
+1,087.8%
-741.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -2.7% |
| 7D | -5.0% | +6.0% | -11.1% | -5.8% |
| 30D | +8.5% | -6.4% | +14.9% | +9.0% |
| 3M | +29.3% | -28.9% | +58.2% | +33.5% |
| 6M | -12.9% | +26.9% | -39.8% | -17.0% |
| YTD | +16.8% | +77.3% | -60.5% | +6.4% |
| 1Y | +29.8% | +147.5% | -117.7% | +13.6% |
| 3Y | +336.7% | +847.6% | -510.9% | +219.3% |
| 5Y | +299.9% | +802.2% | -502.3% | +192.0% |
| All | +346.7% | +1,087.8% | -741.1% | +206.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling