+2,445.7%
AEM vs AGI
+5,381.0%
-2,935.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -0.8% |
| 7D | +4.3% | +4.4% | 0.0% | +2.3% |
| 30D | +13.1% | +10.0% | +3.2% | +8.7% |
| 3M | +24.8% | +1.7% | +23.0% | +23.9% |
| 6M | -8.2% | -26.8% | +18.5% | +5.8% |
| YTD | +19.8% | -5.3% | +25.2% | +23.1% |
| 1Y | +32.1% | +11.5% | +20.6% | +26.4% |
| 3Y | +348.2% | +212.9% | +135.3% | +175.0% |
| 5Y | +297.5% | +388.8% | -91.3% | +103.7% |
| 10Y | +343.3% | +383.6% | -40.3% | +102.1% |
| All | +2,445.7% | +5,381.0% | -2,935.3% | +653.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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