+31.5%
AEM vs A
+18.0%
+13.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.7% | -0.8% | +1.2% |
| 7D | -2.1% | -2.6% | +0.5% | -1.5% |
| 30D | +8.4% | -0.9% | +9.3% | +8.8% |
| 3M | +27.3% | +13.6% | +13.7% | +24.5% |
| 6M | -9.7% | +27.8% | -37.5% | -13.7% |
| YTD | +19.0% | +8.6% | +10.3% | +15.9% |
| 1Y | +31.5% | +16.9% | +14.6% | +26.0% |
| All | +31.5% | +18.0% | +13.5% | +26.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling