+346.7%
AEM vs AG
+73.4%
+273.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.9% | +2.0% | -0.8% |
| 7D | -5.0% | -5.8% | +0.8% | -2.6% |
| 30D | +8.5% | +6.4% | +2.1% | +5.7% |
| 3M | +29.3% | +28.4% | +0.9% | +16.0% |
| 6M | -12.9% | -24.5% | +11.5% | -3.3% |
| YTD | +16.8% | +21.2% | -4.4% | +5.2% |
| 1Y | +29.8% | +114.1% | -84.3% | -9.7% |
| 3Y | +336.7% | +268.0% | +68.7% | +117.4% |
| 5Y | +299.9% | +67.3% | +232.6% | +162.3% |
| All | +346.7% | +73.4% | +273.3% | +144.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded AG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling