+533.4%
AEM vs AG
+445.6%
+87.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.3% |
| 7D | -0.5% | +1.0% | -1.5% | -1.0% |
| 30D | +24.0% | +19.2% | +4.8% | +14.5% |
| 3M | +16.1% | +6.2% | +9.9% | +12.3% |
| 6M | -11.6% | -26.7% | +15.1% | +0.2% |
| YTD | +21.5% | +26.1% | -4.6% | +6.1% |
| 1Y | +39.2% | +131.7% | -92.5% | -10.4% |
| 3Y | +347.4% | +255.3% | +92.1% | +109.5% |
| 5Y | +290.1% | +61.9% | +228.2% | +145.0% |
| 10Y | +357.8% | +72.0% | +285.8% | +109.8% |
| All | +533.4% | +445.6% | +87.8% | +2.2% |
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 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