+361.1%
TTD vs AEP
+172.4%
+188.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | -4.6% | +0.9% | -5.5% | -4.8% |
| 30D | +3.7% | +1.5% | +2.2% | +3.3% |
| 3M | -30.2% | -1.7% | -28.5% | -30.1% |
| 6M | -51.4% | -4.0% | -47.4% | -51.2% |
| YTD | -63.4% | +10.6% | -74.0% | -64.6% |
| 1Y | -73.5% | +18.6% | -92.1% | -74.9% |
| 3Y | -83.5% | +78.7% | -162.1% | -86.4% |
| 5Y | -80.9% | +65.1% | -146.0% | -83.9% |
| All | +361.1% | +172.4% | +188.7% | +267.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling