+3,594.0%
AEM vs AA
+295.2%
+3,298.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +1.0% | -0.7% |
| 7D | -0.5% | -0.7% | +0.2% | -0.4% |
| 30D | +24.0% | +5.0% | +19.0% | +22.7% |
| 3M | +16.1% | -35.8% | +51.9% | +26.5% |
| 6M | -11.6% | -18.4% | +6.8% | -8.5% |
| YTD | +21.5% | -5.5% | +27.0% | +22.0% |
| 1Y | +39.2% | +61.0% | -21.8% | +25.3% |
| 3Y | +347.4% | +66.2% | +281.2% | +282.5% |
| 5Y | +290.1% | +11.4% | +278.8% | +243.4% |
| 10Y | +357.8% | +116.9% | +240.9% | +201.3% |
| All | +3,594.0% | +295.2% | +3,298.8% | +2,576.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling