+330.6%
AEM vs TKO
+102.0%
+228.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.2% | -2.8% |
| 7D | -5.0% | +0.1% | -5.2% | -5.1% |
| 30D | +8.5% | -2.6% | +11.1% | +8.9% |
| 3M | +29.3% | -7.8% | +37.0% | +30.8% |
| 6M | -12.9% | -7.0% | -5.9% | -12.2% |
| YTD | +16.8% | -8.5% | +25.3% | +18.0% |
| 1Y | +29.8% | -1.3% | +31.1% | +29.7% |
| All | +330.6% | +102.0% | +228.7% | +291.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling