+2,911.1%
AEM vs TKO
+1,395.0%
+1,516.1%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.2% | -2.9% |
| 7D | -5.0% | +0.1% | -5.2% | -5.1% |
| 30D | +8.5% | -2.6% | +11.1% | +8.6% |
| 3M | +29.3% | -7.8% | +37.0% | +29.8% |
| 6M | -12.9% | -7.0% | -5.9% | -12.6% |
| YTD | +16.8% | -8.5% | +25.3% | +17.2% |
| 1Y | +29.8% | -1.3% | +31.1% | +29.8% |
| 3Y | +336.7% | +105.0% | +231.8% | +318.1% |
| 5Y | +299.9% | +292.9% | +7.0% | +268.6% |
| 10Y | +362.2% | +979.3% | -617.1% | +292.4% |
| All | +2,911.1% | +1,395.0% | +1,516.1% | +2,462.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling