+2,212.7%
AEM vs TCOM
+2,658.7%
-446.0%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.3% |
| 7D | +4.3% | -7.6% | +12.0% | +5.3% |
| 30D | +13.1% | -12.2% | +25.3% | +14.9% |
| 3M | +24.8% | -14.2% | +39.0% | +26.7% |
| 6M | -8.2% | -25.0% | +16.8% | -5.3% |
| YTD | +19.8% | -43.7% | +63.5% | +27.5% |
| 1Y | +32.1% | -44.5% | +76.6% | +40.8% |
| 3Y | +348.2% | +13.4% | +334.8% | +328.9% |
| 5Y | +297.5% | +26.5% | +271.0% | +262.0% |
| 10Y | +343.3% | -10.3% | +353.6% | +299.9% |
| All | +2,212.7% | +2,658.7% | -446.0% | +1,090.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded TCOM 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling