+33.8%
AEM vs ALB
+69.7%
-35.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.8% | +3.2% | +1.3% |
| 7D | +3.0% | -8.6% | +11.6% | +5.9% |
| 30D | +12.5% | -4.0% | +16.5% | +13.4% |
| 3M | +26.9% | -17.4% | +44.3% | +34.2% |
| 6M | -9.4% | -25.4% | +15.9% | -2.9% |
| YTD | +20.3% | -10.5% | +30.8% | +22.2% |
| 1Y | +33.8% | +75.8% | -42.0% | +22.8% |
| All | +33.8% | +69.7% | -35.9% | +22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling