+78.6%
AEP vs TTMI
+859.5%
-780.9%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.3% | -0.6% |
| 7D | +0.9% | +7.5% | -6.6% | +0.8% |
| 30D | +1.5% | -4.5% | +6.0% | +1.5% |
| 3M | -1.7% | -28.5% | +26.9% | -1.6% |
| 6M | -4.0% | +28.4% | -32.4% | -4.7% |
| YTD | +10.6% | +80.1% | -69.5% | +9.8% |
| 1Y | +18.6% | +161.0% | -142.4% | +18.0% |
| All | +78.6% | +859.5% | -780.9% | +62.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling