+452.1%
AEM vs AG
+255.2%
+196.9%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.5% | +1.1% |
| 7D | -6.8% | -10.0% | +3.1% | -2.2% |
| 30D | +0.8% | -10.5% | +11.3% | +6.3% |
| 3M | -0.8% | -27.3% | +26.4% | +14.6% |
| 6M | -8.5% | -43.0% | +34.5% | +17.2% |
| YTD | +5.9% | -17.9% | +23.9% | +12.4% |
| 1Y | +6.6% | +11.9% | -5.3% | -2.7% |
| 3Y | +302.2% | +201.8% | +100.4% | +105.7% |
| 5Y | +250.8% | -0.1% | +250.9% | +175.8% |
| 10Y | +406.1% | +72.7% | +333.3% | +131.2% |
| All | +452.1% | +255.2% | +196.9% | +8.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling