+2,245.8%
AEM vs TCOM
+2,694.8%
-449.0%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.1% |
| 7D | -0.5% | -9.5% | +9.0% | +0.6% |
| 30D | +24.0% | -10.7% | +34.7% | +25.7% |
| 3M | +16.1% | -14.6% | +30.7% | +18.0% |
| 6M | -11.6% | -19.3% | +7.7% | -9.6% |
| YTD | +21.5% | -42.9% | +64.5% | +29.2% |
| 1Y | +39.2% | -43.8% | +83.0% | +48.1% |
| 3Y | +347.4% | +2.1% | +345.3% | +333.6% |
| 5Y | +290.1% | +31.2% | +258.9% | +253.6% |
| 10Y | +357.8% | -13.9% | +371.7% | +315.5% |
| All | +2,245.8% | +2,694.8% | -449.0% | +1,105.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling