+48.2%
TTWO vs AEIS
+173.7%
-125.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.9% | -5.6% | -1.0% |
| 7D | +0.4% | +2.3% | -1.9% | +0.2% |
| 30D | -11.3% | -14.8% | +3.5% | -10.4% |
| 3M | +1.6% | -15.6% | +17.2% | +2.3% |
| 6M | +2.1% | -8.7% | +10.8% | +0.8% |
| YTD | -15.8% | +37.3% | -53.2% | -22.5% |
| 1Y | -12.6% | +80.3% | -92.9% | -23.6% |
| 3Y | +48.2% | +177.9% | -129.7% | +16.1% |
| All | +48.2% | +173.7% | -125.5% | +16.1% |
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