+302.2%
AEM vs ABCL
+185.8%
+116.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.2% |
| 7D | -6.8% | -3.3% | -3.6% | -6.4% |
| 30D | +0.8% | -7.1% | +7.9% | +1.5% |
| 3M | -0.8% | +4.7% | -5.6% | -2.0% |
| 6M | -8.5% | +140.9% | -149.4% | -19.3% |
| YTD | +5.9% | +236.0% | -230.0% | -10.3% |
| 1Y | +6.6% | +217.4% | -210.8% | -9.3% |
| 3Y | +302.2% | +188.7% | +113.5% | +247.2% |
| All | +302.2% | +185.8% | +116.4% | +247.2% |
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 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