+666.8%
AEIS vs TKO
+1,406.3%
-739.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.4% |
| 7D | +6.5% | +0.7% | +5.8% | +6.2% |
| 30D | -9.2% | +0.9% | -10.1% | -9.8% |
| 3M | -8.3% | -6.2% | -2.2% | -7.3% |
| 6M | -6.3% | -5.6% | -0.7% | -5.9% |
| YTD | +36.5% | -7.8% | +44.4% | +37.6% |
| 1Y | +84.8% | -1.2% | +86.0% | +81.2% |
| 3Y | +176.6% | +106.5% | +70.1% | +103.7% |
| 5Y | +237.1% | +310.4% | -73.3% | +89.4% |
| 10Y | +554.7% | +987.5% | -432.9% | +128.7% |
| All | +666.8% | +1,406.3% | -739.5% | +35.9% |
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