+414.0%
TTD vs AEIS
+408.6%
+5.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.7% |
| 7D | +20.8% | +23.2% | -2.5% | +10.6% |
| 30D | +27.1% | -17.0% | +44.1% | +35.2% |
| 3M | +14.7% | -32.2% | +46.8% | +30.3% |
| 6M | -26.8% | -32.6% | +5.7% | -21.7% |
| YTD | -59.2% | +9.4% | -68.6% | -68.7% |
| 1Y | -64.7% | +7.7% | -72.3% | -72.8% |
| 3Y | -75.8% | +157.9% | -233.8% | -90.2% |
| 5Y | -84.6% | +154.8% | -239.3% | -93.6% |
| 10Y | +507.9% | +355.2% | +152.6% | +50.1% |
| All | +414.0% | +408.6% | +5.4% | +16.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling