+346.4%
AEM vs ALB
-13.4%
+359.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.1% | +4.9% | +4.8% |
| 7D | +17.8% | +9.5% | +8.4% | +16.2% |
| 30D | +6.2% | -2.1% | +8.4% | +6.6% |
| 3M | +12.5% | -24.1% | +36.7% | +16.9% |
| 6M | +4.4% | -51.0% | +55.4% | +14.7% |
| YTD | +19.2% | -29.3% | +48.5% | +25.7% |
| 1Y | +25.5% | +3.2% | +22.3% | +28.7% |
| 3Y | +346.4% | -9.3% | +355.8% | +362.9% |
| All | +346.4% | -13.4% | +359.8% | +362.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling