+355.6%
AEM vs ABCL
+104.5%
+251.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | +0.1% | -1.0% |
| 7D | -0.5% | +0.7% | -1.2% | -0.6% |
| 30D | +24.0% | +93.1% | -69.1% | +13.8% |
| 3M | +16.1% | +79.4% | -63.3% | +6.8% |
| 6M | -11.6% | +214.9% | -226.5% | -24.2% |
| YTD | +21.5% | +234.2% | -212.7% | +3.2% |
| 1Y | +39.2% | +174.8% | -135.6% | +19.8% |
| All | +355.6% | +104.5% | +251.1% | +307.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling