+4,539.4%
AEM vs TTMI
+522.4%
+4,016.9%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.0% | -4.4% | -1.6% |
| 7D | +4.3% | +12.2% | -7.8% | +3.4% |
| 30D | +13.1% | -5.7% | +18.9% | +13.4% |
| 3M | +24.8% | -27.5% | +52.3% | +27.0% |
| 6M | -8.2% | +47.1% | -55.4% | -11.6% |
| YTD | +19.8% | +87.5% | -67.6% | +13.2% |
| 1Y | +32.1% | +175.2% | -143.1% | +21.2% |
| 3Y | +348.2% | +901.9% | -553.7% | +272.7% |
| 5Y | +297.5% | +843.5% | -546.0% | +229.9% |
| 10Y | +343.3% | +1,077.0% | -733.7% | +255.6% |
| All | +4,539.4% | +522.4% | +4,016.9% | +3,590.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling