+3,556.7%
AEM vs A
+457.0%
+3,099.7%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.7% | -1.2% |
| 7D | -0.5% | -1.9% | +1.4% | -0.4% |
| 30D | +24.0% | +6.9% | +17.1% | +23.5% |
| 3M | +16.1% | +9.2% | +6.9% | +15.4% |
| 6M | -11.6% | +25.7% | -37.3% | -13.1% |
| YTD | +21.5% | +11.5% | +10.0% | +20.4% |
| 1Y | +39.2% | +18.4% | +20.8% | +37.2% |
| 3Y | +347.4% | +26.6% | +320.8% | +337.5% |
| 5Y | +290.1% | -12.8% | +303.0% | +288.7% |
| 10Y | +357.8% | +247.2% | +110.6% | +321.1% |
| All | +3,556.7% | +457.0% | +3,099.7% | +3,318.8% |
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