+29.8%
AEM vs AA
+55.5%
-25.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.8% | +1.9% | -1.1% |
| 7D | -5.0% | -5.4% | +0.3% | -3.1% |
| 30D | +8.5% | -10.7% | +19.1% | +12.9% |
| 3M | +29.3% | -26.2% | +55.4% | +42.8% |
| 6M | -12.9% | -20.9% | +8.0% | -6.9% |
| YTD | +16.8% | -8.6% | +25.4% | +18.4% |
| 1Y | +29.8% | +57.4% | -27.6% | +18.9% |
| All | +29.8% | +55.5% | -25.7% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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