+228.3%
AEM vs ABCL
-81.2%
+309.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | +4.3% | +1.4% | +2.9% | +4.2% |
| 30D | +13.1% | +65.1% | -52.0% | +7.8% |
| 3M | +24.8% | +111.1% | -86.3% | +15.9% |
| 6M | -8.2% | +231.6% | -239.8% | -18.0% |
| YTD | +19.8% | +234.5% | -214.7% | +6.8% |
| 1Y | +32.1% | +174.3% | -142.3% | +18.8% |
| 3Y | +348.2% | +111.5% | +236.7% | +301.1% |
| 5Y | +297.5% | -37.3% | +334.7% | +270.1% |
| All | +228.3% | -81.2% | +309.5% | +223.6% |
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