+429.1%
TTMI vs AEE
+65.0%
+364.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.1% | -4.0% | -2.8% |
| 7D | +11.4% | +1.7% | +9.7% | +11.5% |
| 30D | -28.3% | +9.7% | -38.0% | -28.0% |
| 3M | -46.7% | +5.9% | -52.6% | -46.3% |
| 6M | -56.1% | +6.7% | -62.8% | -56.0% |
| YTD | +7.4% | +17.4% | -10.0% | +6.9% |
| 1Y | +17.4% | +12.7% | +4.7% | +17.1% |
| 3Y | +429.1% | +68.2% | +360.9% | +362.8% |
| All | +429.1% | +65.0% | +364.2% | +362.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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