+3,221.5%
AEM vs A
+554.3%
+2,667.1%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.8% | -2.3% |
| 7D | +1.4% | -0.1% | +1.5% | +1.4% |
| 30D | -1.2% | +3.3% | -4.5% | -1.4% |
| 3M | +2.5% | +18.5% | -16.0% | +1.3% |
| 6M | -5.1% | +59.3% | -64.4% | -8.3% |
| YTD | +10.4% | +31.0% | -20.6% | +8.1% |
| 1Y | +11.8% | +19.3% | -7.5% | +10.1% |
| 3Y | +315.6% | +66.8% | +248.8% | +298.8% |
| 5Y | +266.3% | +15.5% | +250.8% | +258.3% |
| 10Y | +427.4% | +312.3% | +115.0% | +379.2% |
| All | +3,221.5% | +554.3% | +2,667.1% | +2,968.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling