+816.3%
TTMI vs AEIS
+233.3%
+583.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.1% | -2.8% | -3.2% |
| 7D | +7.5% | +6.5% | +1.0% | +2.9% |
| 30D | -4.5% | -9.2% | +4.7% | +2.6% |
| 3M | -28.5% | -8.3% | -20.2% | -23.3% |
| 6M | +28.4% | -6.3% | +34.7% | +36.6% |
| YTD | +80.1% | +36.5% | +43.6% | +50.9% |
| 1Y | +161.0% | +84.8% | +76.3% | +82.6% |
| 3Y | +862.4% | +176.6% | +685.8% | +415.8% |
| All | +816.3% | +233.3% | +583.0% | +333.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling