+330.6%
AEM vs TCOM
+7.1%
+323.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.7% | -2.8% |
| 7D | -5.0% | -6.5% | +1.5% | -4.5% |
| 30D | +8.5% | -16.2% | +24.7% | +10.1% |
| 3M | +29.3% | -19.3% | +48.6% | +31.5% |
| 6M | -12.9% | -27.2% | +14.3% | -10.5% |
| YTD | +16.8% | -46.2% | +63.0% | +22.9% |
| 1Y | +29.8% | -46.6% | +76.5% | +36.6% |
| All | +330.6% | +7.1% | +323.5% | +334.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling