+170.5%
AEP vs TTMI
+1,127.6%
-957.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.4% | -3.5% | -0.3% |
| 7D | -0.9% | +0.7% | -1.6% | -1.0% |
| 30D | -1.1% | -8.4% | +7.4% | -0.7% |
| 3M | -3.3% | -32.5% | +29.2% | -1.5% |
| 6M | -4.6% | +32.5% | -37.1% | -7.8% |
| YTD | +9.4% | +83.2% | -73.8% | +2.8% |
| 1Y | +16.9% | +161.7% | -144.7% | +6.3% |
| 3Y | +76.6% | +890.1% | -813.5% | +38.9% |
| 5Y | +66.2% | +832.4% | -766.3% | +29.8% |
| All | +170.5% | +1,127.6% | -957.1% | +99.6% |
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