+85.0%
AEM vs ADVB
-95.9%
+180.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +42.7% | -46.7% | -3.7% |
| 7D | -5.6% | +74.2% | -79.8% | -5.2% |
| 30D | -3.9% | -35.9% | +32.0% | -3.8% |
| 3M | -3.4% | -56.4% | +53.0% | -3.6% |
| 6M | -9.0% | -36.7% | +27.7% | -9.3% |
| YTD | +5.9% | -43.3% | +49.2% | +5.5% |
| 1Y | +4.0% | -63.4% | +67.4% | +2.3% |
| All | +85.0% | -95.9% | +180.9% | +91.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling