+3,119.8%
AEM vs AA
+215.1%
+2,904.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.4% |
| 7D | -6.8% | +0.5% | -7.4% | -6.9% |
| 30D | +0.8% | -0.6% | +1.4% | +1.0% |
| 3M | -0.8% | -19.7% | +18.8% | +3.7% |
| 6M | -8.5% | -41.6% | +33.1% | +1.6% |
| YTD | +5.9% | -24.6% | +30.6% | +11.4% |
| 1Y | +6.6% | +4.9% | +1.7% | +5.0% |
| 3Y | +302.2% | +66.8% | +235.4% | +246.1% |
| 5Y | +250.8% | -19.4% | +270.2% | +232.6% |
| 10Y | +406.1% | +43.1% | +363.0% | +265.9% |
| All | +3,119.8% | +215.1% | +2,904.7% | +2,342.9% |
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 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