-11.6%
ABT vs AEM
+294.2%
-305.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -1.6% |
| 7D | -5.0% | -5.0% | +0.1% | -4.7% |
| 30D | -5.8% | +8.5% | -14.3% | -6.3% |
| 3M | +16.7% | +29.3% | -12.5% | +14.6% |
| 6M | -5.2% | -12.9% | +7.7% | -4.3% |
| YTD | -16.0% | +16.8% | -32.7% | -17.4% |
| 1Y | -18.3% | +29.8% | -48.1% | -20.6% |
| 3Y | +9.2% | +336.7% | -327.5% | -6.3% |
| 5Y | -11.6% | +299.9% | -311.5% | -24.4% |
| All | -11.6% | +294.2% | -305.7% | -24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling