+86.2%
AEP vs TTMI
+416.2%
-330.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +0.3% |
| 7D | +2.9% | +11.4% | -8.5% | +2.5% |
| 30D | +3.2% | -28.3% | +31.5% | +3.9% |
| 3M | +3.8% | -46.7% | +50.5% | +5.5% |
| 6M | +2.5% | -56.1% | +58.6% | +4.5% |
| YTD | +15.5% | +7.4% | +8.1% | +11.6% |
| 1Y | +9.6% | +17.4% | -7.8% | +5.1% |
| 3Y | +91.2% | +429.1% | -338.0% | +56.4% |
| All | +86.2% | +416.2% | -330.0% | +46.5% |
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