+355.1%
AEM vs TCOM
-9.8%
+364.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.0% | +1.8% |
| 7D | -2.1% | -4.9% | +2.8% | -1.8% |
| 30D | +8.4% | -14.4% | +22.8% | +9.6% |
| 3M | +27.3% | -17.7% | +44.9% | +28.8% |
| 6M | -9.7% | -25.1% | +15.5% | -7.9% |
| YTD | +19.0% | -45.7% | +64.7% | +23.7% |
| 1Y | +31.5% | -47.9% | +79.3% | +37.0% |
| 3Y | +338.7% | +8.9% | +329.8% | +331.4% |
| 5Y | +307.4% | +26.9% | +280.6% | +292.8% |
| All | +355.1% | -9.8% | +364.9% | +293.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling