+87.4%
AEIS vs TKO
+1.2%
+86.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.2% | +2.4% |
| 7D | +3.0% | +0.7% | +2.2% | +3.0% |
| 30D | -14.6% | +1.6% | -16.3% | -14.9% |
| 3M | -12.4% | -7.8% | -4.7% | -12.3% |
| 6M | -15.0% | -13.3% | -1.7% | -14.1% |
| YTD | +34.3% | -10.3% | +44.6% | +35.5% |
| 1Y | +87.4% | -0.6% | +88.0% | +83.7% |
| All | +87.4% | +1.2% | +86.2% | +83.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling