+85.1%
AEM vs ADVB
-96.8%
+181.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -23.6% | +23.6% | -0.2% |
| 7D | -6.8% | +27.8% | -34.6% | -6.6% |
| 30D | +0.8% | -50.8% | +51.6% | +0.7% |
| 3M | -0.8% | -70.5% | +69.7% | -1.2% |
| 6M | -8.5% | -46.7% | +38.2% | -8.8% |
| YTD | +5.9% | -56.7% | +62.6% | +5.4% |
| 1Y | +6.6% | -71.8% | +78.4% | +4.7% |
| All | +85.1% | -96.8% | +181.9% | +91.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling