+394.9%
TTWO vs AEM
+378.0%
+16.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.9% |
| 7D | +0.4% | -2.1% | +2.5% | +0.6% |
| 30D | -11.3% | +8.4% | -19.8% | -12.5% |
| 3M | +1.6% | +27.3% | -25.7% | -2.1% |
| 6M | +2.1% | -9.7% | +11.7% | +2.7% |
| YTD | -15.8% | +19.0% | -34.8% | -18.6% |
| 1Y | -12.6% | +31.5% | -44.1% | -16.9% |
| 3Y | +48.2% | +338.7% | -290.5% | +19.4% |
| 5Y | +40.0% | +307.4% | -267.5% | +12.1% |
| All | +394.9% | +378.0% | +16.9% | +296.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 10y: compounded portfolio wealth divided by compounded AEM 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…
10y analysis · Full analysis span regression · 6 months rolling