+220.3%
TTMI vs AEIS
+473.0%
-252.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.0% | +1.1% | -1.0% |
| 7D | +11.4% | +11.5% | -0.1% | +6.2% |
| 30D | -28.3% | -15.8% | -12.5% | -20.3% |
| 3M | -46.7% | -33.3% | -13.3% | -33.5% |
| 6M | -56.1% | -35.2% | -20.9% | -43.9% |
| YTD | +7.4% | +5.0% | +2.3% | +12.0% |
| 1Y | +17.4% | +8.5% | +8.9% | +21.5% |
| 3Y | +429.1% | +152.9% | +276.3% | +278.0% |
| 5Y | +418.8% | +144.6% | +274.1% | +269.7% |
| 10Y | +411.2% | +337.1% | +74.1% | +152.8% |
| All | +220.3% | +473.0% | -252.7% | -40.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling