-80.9%
TTD vs AEE
+39.2%
-120.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.5% | -1.0% |
| 7D | -4.6% | +1.1% | -5.7% | -4.6% |
| 30D | +3.7% | 0.0% | +3.7% | +3.7% |
| 3M | -30.2% | -0.9% | -29.3% | -30.2% |
| 6M | -51.4% | -2.4% | -49.0% | -51.4% |
| YTD | -63.4% | +8.6% | -72.1% | -63.9% |
| 1Y | -73.5% | +10.2% | -83.7% | -73.9% |
| 3Y | -83.5% | +47.8% | -131.3% | -84.6% |
| 5Y | -80.9% | +40.1% | -121.0% | -80.7% |
| All | -80.9% | +39.2% | -120.1% | -80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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