+66.4%
AEP vs TTMI
+798.2%
-731.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.6% | -0.9% |
| 7D | -1.0% | +6.0% | -7.0% | -1.2% |
| 30D | -0.1% | -6.4% | +6.3% | +0.1% |
| 3M | -3.2% | -28.9% | +25.7% | -2.3% |
| 6M | -5.3% | +26.9% | -32.2% | -7.6% |
| YTD | +9.5% | +77.3% | -67.8% | +4.6% |
| 1Y | +17.5% | +147.5% | -130.0% | +9.5% |
| 3Y | +77.0% | +847.6% | -770.7% | +41.2% |
| 5Y | +66.4% | +802.2% | -735.8% | +31.1% |
| All | +66.4% | +798.2% | -731.9% | +31.1% |
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 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