+9.3%
TT vs AEIS
+85.4%
-76.1%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-09 to 2026-09-09.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.1% |
| 7D | +1.4% | +6.5% | -5.0% | -0.2% |
| 30D | -6.7% | -9.2% | +2.5% | -4.7% |
| 3M | -5.4% | -8.3% | +2.9% | -4.8% |
| 6M | +4.4% | -6.3% | +10.7% | +4.2% |
| YTD | +14.9% | +36.5% | -21.6% | +6.1% |
| 1Y | +9.3% | +84.8% | -75.5% | -3.8% |
| All | +9.3% | +85.4% | -76.1% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 2025-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded AEIS 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…
2025-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling