+1,124.0%
TTMI vs AEIS
+562.2%
+561.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.9% | -1.6% | +0.5% |
| 7D | +0.7% | +2.3% | -1.6% | -0.7% |
| 30D | -8.4% | -14.8% | +6.4% | +0.8% |
| 3M | -32.5% | -15.6% | -16.9% | -24.7% |
| 6M | +32.5% | -8.7% | +41.2% | +42.6% |
| YTD | +83.2% | +37.3% | +45.9% | +58.9% |
| 1Y | +161.7% | +80.3% | +81.3% | +98.0% |
| 3Y | +890.1% | +177.9% | +712.2% | +492.0% |
| 5Y | +832.4% | +235.8% | +596.6% | +395.3% |
| All | +1,124.0% | +562.2% | +561.8% | +287.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 10y: compounded portfolio wealth divided by compounded AEIS 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…
10y analysis · Full analysis span regression · 6 months rolling