+299.9%
AEM vs AIG
+52.4%
+247.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -5.0% | -2.4% | -2.7% | -4.8% |
| 30D | +8.5% | -2.9% | +11.4% | +8.8% |
| 3M | +29.3% | +0.8% | +28.5% | +29.0% |
| 6M | -12.9% | -2.7% | -10.3% | -12.8% |
| YTD | +16.8% | -11.2% | +28.0% | +18.2% |
| 1Y | +29.8% | -1.5% | +31.3% | +29.2% |
| 3Y | +336.7% | +34.4% | +302.4% | +316.4% |
| 5Y | +299.9% | +54.4% | +245.5% | +276.5% |
| All | +299.9% | +52.4% | +247.6% | +276.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 5y: compounded portfolio wealth divided by compounded AIG 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…
5y analysis · Full analysis span regression · 6 months rolling