+873.0%
TTMI vs AEIS
+172.0%
+700.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.1% | -2.8% | -3.1% |
| 7D | +7.5% | +6.5% | +1.0% | +2.5% |
| 30D | -4.5% | -9.2% | +4.7% | +3.3% |
| 3M | -28.5% | -8.3% | -20.2% | -23.1% |
| 6M | +28.4% | -6.3% | +34.7% | +36.4% |
| YTD | +80.1% | +36.5% | +43.6% | +46.8% |
| 1Y | +161.0% | +84.8% | +76.3% | +74.4% |
| All | +873.0% | +172.0% | +700.9% | +383.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling