+346.7%
AEM vs ADM
+178.5%
+168.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.3% | -3.0% |
| 7D | -5.0% | +3.0% | -8.0% | -5.5% |
| 30D | +8.5% | +8.7% | -0.2% | +6.9% |
| 3M | +29.3% | +7.6% | +21.7% | +27.4% |
| 6M | -12.9% | +26.9% | -39.8% | -16.8% |
| YTD | +16.8% | +54.3% | -37.5% | +7.9% |
| 1Y | +29.8% | +45.7% | -15.8% | +21.1% |
| 3Y | +336.7% | +21.9% | +314.8% | +313.7% |
| 5Y | +299.9% | +67.2% | +232.8% | +260.8% |
| All | +346.7% | +178.5% | +168.2% | +260.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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