+301.0%
AEM vs AA
+15.6%
+285.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.3% | +0.8% |
| 7D | +3.0% | -0.6% | +3.6% | +3.1% |
| 30D | +12.5% | -1.6% | +14.0% | +12.7% |
| 3M | +26.9% | -29.8% | +56.7% | +36.9% |
| 6M | -9.4% | -16.6% | +7.2% | -6.4% |
| YTD | +20.3% | -4.0% | +24.3% | +20.6% |
| 1Y | +33.8% | +63.5% | -29.7% | +19.9% |
| 3Y | +349.8% | +86.8% | +263.1% | +272.4% |
| 5Y | +301.0% | +12.4% | +288.6% | +283.1% |
| All | +301.0% | +15.6% | +285.4% | +283.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling