+829.0%
TTMI vs AEE
+38.7%
+790.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.4% | +3.4% |
| 7D | +0.7% | -0.8% | +1.4% | +0.9% |
| 30D | -8.4% | -2.9% | -5.5% | -7.6% |
| 3M | -32.5% | -2.4% | -30.1% | -32.4% |
| 6M | +32.5% | -2.7% | +35.2% | +32.7% |
| YTD | +83.2% | +7.3% | +76.0% | +77.8% |
| 1Y | +161.7% | +7.5% | +154.1% | +153.2% |
| 3Y | +890.1% | +46.2% | +843.9% | +728.5% |
| All | +829.0% | +38.7% | +790.4% | +690.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling