+551.6%
AEIS vs TKO
+989.7%
-438.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.4% | +4.6% | +4.8% |
| 7D | +2.3% | +2.3% | -0.1% | +1.6% |
| 30D | -14.8% | -2.5% | -12.3% | -14.4% |
| 3M | -15.6% | -10.6% | -5.0% | -13.5% |
| 6M | -8.7% | -5.1% | -3.6% | -8.5% |
| YTD | +37.3% | -8.2% | +45.5% | +38.6% |
| 1Y | +80.3% | -4.4% | +84.8% | +79.2% |
| 3Y | +177.9% | +100.4% | +77.6% | +116.3% |
| 5Y | +235.8% | +294.3% | -58.5% | +105.4% |
| All | +551.6% | +989.7% | -438.0% | +177.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling