+379.4%
TTD vs AEE
+181.9%
+197.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.1% | -4.4% | -4.4% |
| 7D | +6.3% | +0.3% | +6.0% | +6.3% |
| 30D | -23.9% | -2.3% | -21.6% | -23.5% |
| 3M | -31.4% | +0.2% | -31.6% | -31.6% |
| 6M | -42.7% | -4.7% | -37.9% | -42.3% |
| YTD | -62.0% | +8.1% | -70.1% | -63.1% |
| 1Y | -72.2% | +8.5% | -80.8% | -73.1% |
| 3Y | -81.9% | +48.9% | -130.8% | -84.5% |
| 5Y | -81.5% | +39.9% | -121.5% | -83.9% |
| All | +379.4% | +181.9% | +197.5% | +231.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling