+459.4%
TTMI vs AEE
+738.4%
-279.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.0% | +2.0% | +2.5% |
| 7D | +12.2% | +1.3% | +10.8% | +11.4% |
| 30D | -5.7% | -1.2% | -4.5% | -5.0% |
| 3M | -27.5% | +1.0% | -28.5% | -28.5% |
| 6M | +47.1% | -2.3% | +49.4% | +47.5% |
| YTD | +87.5% | +9.1% | +78.3% | +77.7% |
| 1Y | +175.2% | +10.6% | +164.7% | +158.2% |
| 3Y | +901.9% | +48.5% | +853.4% | +684.4% |
| 5Y | +843.5% | +39.9% | +803.6% | +655.1% |
| 10Y | +1,077.0% | +185.7% | +891.3% | +478.6% |
| All | +459.4% | +738.4% | -279.1% | +48.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling