+348.2%
AEM vs ADM
+18.5%
+329.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | +4.3% | -0.1% | +4.4% | +4.3% |
| 30D | +13.1% | +11.0% | +2.1% | +11.8% |
| 3M | +24.8% | +6.0% | +18.8% | +23.8% |
| 6M | -8.2% | +26.9% | -35.2% | -11.4% |
| YTD | +19.8% | +50.0% | -30.2% | +13.1% |
| 1Y | +32.1% | +39.6% | -7.5% | +25.8% |
| 3Y | +348.2% | +18.5% | +329.7% | +342.7% |
| All | +348.2% | +18.5% | +329.6% | +342.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling