+355.1%
AEM vs TKO
+989.7%
-634.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | -2.1% | +2.3% | -4.4% | -2.3% |
| 30D | +8.4% | -2.5% | +10.9% | +8.6% |
| 3M | +27.3% | -10.6% | +37.9% | +28.1% |
| 6M | -9.7% | -5.1% | -4.6% | -9.5% |
| YTD | +19.0% | -8.2% | +27.2% | +19.4% |
| 1Y | +31.5% | -4.4% | +35.9% | +31.6% |
| 3Y | +338.7% | +100.4% | +238.3% | +324.3% |
| 5Y | +307.4% | +294.3% | +13.1% | +285.4% |
| All | +355.1% | +989.7% | -634.6% | +316.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling