+947.2%
AEP vs TTMI
+504.4%
+442.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +8.8% | -9.0% | -0.8% |
| 7D | +1.8% | +5.9% | -4.1% | +1.4% |
| 30D | -0.8% | -4.3% | +3.5% | -0.7% |
| 3M | -1.8% | -32.0% | +30.2% | 0.0% |
| 6M | -5.4% | +19.5% | -24.8% | -7.9% |
| YTD | +10.4% | +82.0% | -71.6% | +3.9% |
| 1Y | +18.2% | +172.6% | -154.5% | +7.4% |
| 3Y | +79.0% | +744.7% | -665.7% | +47.2% |
| 5Y | +64.8% | +805.6% | -740.7% | +33.5% |
| 10Y | +170.8% | +1,057.6% | -886.8% | +109.9% |
| All | +947.2% | +504.4% | +442.8% | +582.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling