+355.1%
AEM vs A
+256.4%
+98.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.7% | -0.8% | +1.4% |
| 7D | -2.1% | -2.6% | +0.5% | -1.7% |
| 30D | +8.4% | -0.9% | +9.3% | +8.7% |
| 3M | +27.3% | +13.6% | +13.7% | +24.6% |
| 6M | -9.7% | +27.8% | -37.5% | -13.5% |
| YTD | +19.0% | +8.6% | +10.3% | +16.8% |
| 1Y | +31.5% | +16.9% | +14.6% | +27.4% |
| 3Y | +338.7% | +32.9% | +305.8% | +312.3% |
| 5Y | +307.4% | -14.1% | +321.5% | +302.3% |
| All | +355.1% | +256.4% | +98.7% | +291.5% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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