+29.1%
AEM vs TTMI
+147.1%
-118.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -2.6% |
| 7D | -5.0% | +6.0% | -11.1% | -6.1% |
| 30D | +8.5% | -6.4% | +14.9% | +9.2% |
| 3M | +29.3% | -28.9% | +58.2% | +35.6% |
| 6M | -12.9% | +26.9% | -39.8% | -20.1% |
| YTD | +16.8% | +77.3% | -60.5% | -1.5% |
| All | +29.1% | +147.1% | -118.0% | -2.4% |
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 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