+954.9%
AEP vs TTMI
+522.4%
+432.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.0% | -2.2% | +0.5% |
| 7D | +2.0% | +12.2% | -10.2% | +1.2% |
| 30D | +0.5% | -5.7% | +6.2% | +0.8% |
| 3M | -0.3% | -27.5% | +27.2% | +1.2% |
| 6M | -3.5% | +47.1% | -50.6% | -7.4% |
| YTD | +11.3% | +87.5% | -76.2% | +4.5% |
| 1Y | +20.2% | +175.2% | -155.0% | +9.2% |
| 3Y | +79.8% | +901.9% | -822.2% | +46.0% |
| 5Y | +65.6% | +843.5% | -777.9% | +33.8% |
| 10Y | +169.3% | +1,077.0% | -907.7% | +108.5% |
| All | +954.9% | +522.4% | +432.5% | +586.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling