+14.4%
AEM vs ADVB
-73.6%
+88.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +2.9% | -8.1% | -5.2% |
| 7D | +13.9% | -4.1% | +17.9% | +13.9% |
| 30D | +0.8% | -60.3% | +61.0% | +1.8% |
| 3M | +5.8% | -73.3% | +79.1% | +7.1% |
| 6M | -1.0% | -65.9% | +65.0% | -2.9% |
| YTD | +13.1% | -63.9% | +76.9% | +10.3% |
| 1Y | +14.4% | -74.1% | +88.6% | +19.5% |
| All | +14.4% | -73.6% | +88.0% | +19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling