+5,439.7%
TTWO vs AEM
+2,624.0%
+2,815.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.9% | +5.7% | +3.0% |
| 7D | +1.3% | -5.0% | +6.4% | +1.7% |
| 30D | -13.4% | +8.5% | -21.8% | -14.0% |
| 3M | +3.1% | +29.3% | -26.2% | +0.8% |
| 6M | +3.8% | -12.9% | +16.7% | +4.4% |
| YTD | -15.3% | +16.8% | -32.0% | -16.7% |
| 1Y | -11.1% | +29.8% | -40.9% | -13.4% |
| 3Y | +52.0% | +336.7% | -284.8% | +34.8% |
| 5Y | +40.9% | +299.9% | -259.0% | +24.7% |
| 10Y | +407.6% | +362.2% | +45.4% | +338.2% |
| All | +5,439.7% | +2,624.0% | +2,815.7% | +5,389.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling