-72.2%
TTD vs AEIS
+93.3%
-165.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.4% | -6.8% | -4.1% |
| 7D | +6.3% | +3.0% | +3.4% | +6.7% |
| 30D | -23.9% | -14.6% | -9.2% | -25.0% |
| 3M | -31.4% | -12.4% | -18.9% | -31.8% |
| 6M | -42.7% | -15.0% | -27.7% | -43.1% |
| YTD | -62.0% | +34.3% | -96.3% | -64.5% |
| 1Y | -72.2% | +87.4% | -159.6% | -71.7% |
| All | -72.2% | +93.3% | -165.5% | -71.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling