-82.6%
TTD vs AEP
+82.8%
-165.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.4% | +2.9% | +3.2% |
| 7D | +19.9% | -0.8% | +20.7% | +20.0% |
| 30D | +27.6% | +4.9% | +22.8% | +27.1% |
| 3M | +15.2% | +4.9% | +10.3% | +14.7% |
| 6M | -33.2% | -0.3% | -32.9% | -33.2% |
| YTD | -59.4% | +14.3% | -73.7% | -60.4% |
| 1Y | -64.4% | +7.5% | -71.9% | -64.8% |
| 3Y | -75.9% | +82.6% | -158.6% | -80.1% |
| 5Y | -82.6% | +81.5% | -164.1% | -84.3% |
| All | -82.6% | +82.8% | -165.4% | -84.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling