-8.5%
AEM vs AG
-43.2%
+34.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.5% | +1.6% |
| 7D | -6.8% | -10.0% | +3.1% | -0.1% |
| 30D | +0.8% | -10.5% | +11.3% | +8.5% |
| 3M | -0.8% | -27.3% | +26.4% | +20.6% |
| 6M | -8.5% | -43.0% | +34.5% | +25.1% |
| All | -8.5% | -43.2% | +34.7% | +25.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling