-68.6%
AAL vs AEM
+412.5%
-481.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -0.1% | -6.8% | +6.8% | +0.4% |
| 30D | +11.7% | +0.8% | +10.9% | +11.6% |
| 3M | -12.5% | -0.8% | -11.7% | -12.6% |
| 6M | +3.6% | -8.5% | +12.1% | +3.8% |
| YTD | -14.1% | +5.9% | -20.0% | -14.5% |
| 1Y | +0.8% | +6.6% | -5.8% | +0.2% |
| 3Y | +11.8% | +302.2% | -290.4% | +5.3% |
| 5Y | -35.1% | +250.8% | -285.9% | -39.0% |
| All | -68.6% | +412.5% | -481.1% | -71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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