+361.1%
TTD vs AEIS
+534.7%
-173.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.5% |
| 7D | -4.6% | +6.5% | -11.1% | -7.4% |
| 30D | +3.7% | -9.2% | +12.8% | +6.9% |
| 3M | -30.2% | -8.3% | -21.9% | -31.9% |
| 6M | -51.4% | -6.3% | -45.1% | -55.6% |
| YTD | -63.4% | +36.5% | -99.9% | -73.7% |
| 1Y | -73.5% | +84.8% | -158.3% | -84.4% |
| 3Y | -83.5% | +176.6% | -260.0% | -93.1% |
| 5Y | -80.9% | +237.1% | -318.0% | -92.8% |
| All | +361.1% | +534.7% | -173.6% | -1.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling