+5,291.1%
TTWO vs AEIS
+3,542.5%
+1,748.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.8% |
| 7D | -2.3% | +6.5% | -8.8% | -3.6% |
| 30D | -16.7% | -9.2% | -7.6% | -15.4% |
| 3M | -0.4% | -8.3% | +7.9% | -0.8% |
| 6M | -1.6% | -6.3% | +4.7% | -3.8% |
| YTD | -17.5% | +36.5% | -54.0% | -26.1% |
| 1Y | -14.8% | +84.8% | -99.6% | -28.9% |
| 3Y | +47.9% | +176.6% | -128.7% | +9.8% |
| 5Y | +34.5% | +237.1% | -202.6% | -5.9% |
| 10Y | +394.0% | +554.7% | -160.7% | +178.7% |
| All | +5,291.1% | +3,542.5% | +1,748.7% | +2,695.8% |
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