+92.8%
AEM vs ADVB
-97.1%
+189.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +10.0% | -12.3% | -2.3% |
| 7D | +1.4% | +10.5% | -9.1% | +1.4% |
| 30D | -1.2% | -56.0% | +54.8% | -1.5% |
| 3M | +2.5% | -70.1% | +72.7% | +2.0% |
| 6M | -5.1% | -53.7% | +48.6% | -5.7% |
| YTD | +10.4% | -60.3% | +70.7% | +9.6% |
| 1Y | +11.8% | -73.1% | +84.9% | +9.7% |
| All | +92.8% | -97.1% | +189.9% | +98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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