+360.1%
AEM vs AG
+82.3%
+277.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | -0.5% |
| 7D | +3.0% | -0.1% | +3.1% | +3.1% |
| 30D | +12.5% | +12.5% | 0.0% | +7.1% |
| 3M | +26.9% | +28.2% | -1.2% | +14.0% |
| 6M | -9.4% | -18.8% | +9.4% | -2.5% |
| YTD | +20.3% | +27.4% | -7.1% | +6.1% |
| 1Y | +33.8% | +132.2% | -98.4% | -10.1% |
| 3Y | +349.8% | +286.9% | +63.0% | +119.3% |
| 5Y | +301.0% | +72.8% | +228.2% | +159.4% |
| All | +360.1% | +82.3% | +277.8% | +146.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling