-72.0%
TTD vs AEIS
+6.2%
-78.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -11.1% | +14.0% | +1.5% |
| 7D | +3.7% | -12.7% | +16.4% | +2.0% |
| 30D | +10.4% | -28.8% | +39.3% | +6.0% |
| 3M | -31.6% | -38.0% | +6.4% | -35.0% |
| 6M | -45.1% | -45.3% | +0.2% | -47.7% |
| YTD | -65.1% | +1.1% | -66.3% | -69.4% |
| 1Y | -72.0% | +8.6% | -80.6% | -76.0% |
| All | -72.0% | +6.2% | -78.2% | -76.0% |
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