+113.1%
ADI vs AEM
+331.1%
-218.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | -0.5% |
| 7D | +1.3% | -5.0% | +6.4% | +2.4% |
| 30D | -6.0% | +8.5% | -14.4% | -7.7% |
| 3M | -7.7% | +29.3% | -37.0% | -13.0% |
| 6M | +14.0% | -12.9% | +26.9% | +15.5% |
| YTD | +34.4% | +16.8% | +17.6% | +29.4% |
| 1Y | +48.0% | +29.8% | +18.1% | +39.5% |
| All | +113.1% | +331.1% | -218.0% | +52.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling