+443.1%
TTMI vs AEIS
+632.7%
-189.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.4% | +6.4% | +7.8% |
| 7D | +5.9% | +3.0% | +2.9% | +4.5% |
| 30D | -4.3% | -14.6% | +10.3% | +3.2% |
| 3M | -32.0% | -12.4% | -19.6% | -26.7% |
| 6M | +19.5% | -15.0% | +34.4% | +32.0% |
| YTD | +82.0% | +34.3% | +47.7% | +64.4% |
| 1Y | +172.6% | +87.4% | +85.3% | +114.4% |
| 3Y | +744.7% | +139.8% | +604.9% | +491.7% |
| 5Y | +805.6% | +220.7% | +584.8% | +449.2% |
| 10Y | +1,057.6% | +531.6% | +526.0% | +371.2% |
| All | +443.1% | +632.7% | -189.6% | -13.0% |
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