+408.7%
AEM vs ALB
+32.4%
+376.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.2% |
| 7D | -6.8% | -5.8% | -1.1% | -6.2% |
| 30D | +0.8% | -4.5% | +5.3% | +1.4% |
| 3M | -0.8% | -28.1% | +27.2% | +2.7% |
| 6M | -8.5% | -53.2% | +44.7% | -1.0% |
| YTD | +5.9% | -33.3% | +39.3% | +10.7% |
| 1Y | +6.6% | -17.4% | +24.0% | +9.5% |
| 3Y | +302.2% | -14.1% | +316.3% | +302.8% |
| 5Y | +250.8% | -64.0% | +314.8% | +274.1% |
| All | +408.7% | +32.4% | +376.3% | +325.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling