+301.0%
AEM vs A
-16.2%
+317.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.7% |
| 7D | +3.0% | -4.4% | +7.4% | +4.0% |
| 30D | +12.5% | -2.7% | +15.2% | +13.3% |
| 3M | +26.9% | +7.0% | +19.9% | +25.2% |
| 6M | -9.4% | +24.6% | -34.1% | -13.8% |
| YTD | +20.3% | +7.0% | +13.2% | +18.0% |
| 1Y | +33.8% | +15.6% | +18.2% | +28.9% |
| 3Y | +349.8% | +29.9% | +319.9% | +315.3% |
| 5Y | +301.0% | -15.4% | +316.4% | +274.1% |
| All | +301.0% | -16.2% | +317.3% | +274.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling