-72.2%
TTD vs AEP
+16.1%
-88.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.2% | -4.4% |
| 7D | +6.3% | +1.8% | +4.5% | +7.2% |
| 30D | -23.9% | -0.8% | -23.1% | -24.2% |
| 3M | -31.4% | -1.8% | -29.6% | -31.9% |
| 6M | -42.7% | -5.4% | -37.3% | -43.6% |
| YTD | -62.0% | +10.4% | -72.4% | -60.0% |
| 1Y | -72.2% | +18.2% | -90.4% | -72.1% |
| All | -72.2% | +16.1% | -88.3% | -72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 AEP 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