+1,085.0%
AEP vs TKO
+1,406.3%
-321.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.4% |
| 7D | +0.9% | +0.7% | +0.2% | +0.8% |
| 30D | +1.5% | +0.9% | +0.6% | +1.4% |
| 3M | -1.7% | -6.2% | +4.5% | -1.3% |
| 6M | -4.0% | -5.6% | +1.6% | -3.8% |
| YTD | +10.6% | -7.8% | +18.4% | +11.0% |
| 1Y | +18.6% | -1.2% | +19.8% | +18.2% |
| 3Y | +78.7% | +106.5% | -27.8% | +65.6% |
| 5Y | +65.1% | +310.4% | -245.3% | +43.2% |
| 10Y | +177.7% | +987.5% | -809.8% | +114.2% |
| All | +1,085.0% | +1,406.3% | -321.3% | +632.0% |
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