-83.8%
TTD vs AEP
+79.7%
-163.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.6% | -2.7% |
| 7D | +1.7% | +2.0% | -0.3% | +2.1% |
| 30D | +1.6% | +0.5% | +1.1% | +1.7% |
| 3M | -27.8% | -0.3% | -27.5% | -27.9% |
| 6M | -52.1% | -3.5% | -48.6% | -52.2% |
| YTD | -63.1% | +11.3% | -74.3% | -62.7% |
| 1Y | -73.1% | +20.2% | -93.3% | -72.7% |
| All | -83.8% | +79.7% | -163.5% | -85.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling