+867.3%
AEE vs TKO
+1,406.3%
-539.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.7% | -0.2% |
| 7D | +1.1% | +0.7% | +0.4% | +1.0% |
| 30D | 0.0% | +0.9% | -0.9% | -0.1% |
| 3M | -0.9% | -6.2% | +5.3% | -0.4% |
| 6M | -2.4% | -5.6% | +3.2% | -2.1% |
| YTD | +8.6% | -7.8% | +16.5% | +9.1% |
| 1Y | +10.2% | -1.2% | +11.4% | +9.8% |
| 3Y | +47.8% | +106.5% | -58.7% | +35.8% |
| 5Y | +40.1% | +310.4% | -270.3% | +19.2% |
| 10Y | +195.0% | +987.5% | -792.5% | +120.1% |
| All | +867.3% | +1,406.3% | -539.0% | +484.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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