+226.6%
AEM vs ABCL
-79.5%
+306.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +5.2% | -0.4% | +4.3% |
| 7D | +17.8% | +12.4% | +5.4% | +16.4% |
| 30D | +6.2% | -0.4% | +6.6% | +6.1% |
| 3M | +12.5% | +80.4% | -67.8% | +6.0% |
| 6M | +4.4% | +138.5% | -134.1% | -4.6% |
| YTD | +19.2% | +265.5% | -246.3% | +5.0% |
| 1Y | +25.5% | +219.7% | -194.2% | +11.4% |
| 3Y | +346.4% | +209.4% | +137.0% | +289.6% |
| 5Y | +305.7% | -15.0% | +320.7% | +271.2% |
| All | +226.6% | -79.5% | +306.1% | +218.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling