+304.9%
AEM vs TTMI
+830.4%
-525.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.4% | -1.5% | +1.4% |
| 7D | -2.1% | +0.7% | -2.8% | -2.3% |
| 30D | +8.4% | -8.4% | +16.9% | +9.5% |
| 3M | +27.3% | -32.5% | +59.7% | +33.5% |
| 6M | -9.7% | +32.5% | -42.1% | -15.6% |
| YTD | +19.0% | +83.2% | -64.3% | +4.9% |
| 1Y | +31.5% | +161.7% | -130.2% | +9.7% |
| 3Y | +338.7% | +890.1% | -551.4% | +178.5% |
| All | +304.9% | +830.4% | -525.5% | +157.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling