-83.3%
TTD vs AEIS
+173.5%
-256.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.8% | -5.6% | -3.2% |
| 7D | +1.7% | +8.1% | -6.4% | +0.7% |
| 30D | +1.6% | -11.1% | +12.7% | +2.9% |
| 3M | -27.8% | -5.6% | -22.2% | -28.8% |
| 6M | -52.1% | -0.6% | -51.5% | -54.7% |
| YTD | -63.1% | +38.0% | -101.1% | -69.3% |
| 1Y | -73.1% | +87.2% | -160.3% | -80.3% |
| 3Y | -83.3% | +179.7% | -263.0% | -89.9% |
| All | -83.3% | +173.5% | -256.8% | -89.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling