+2,384.8%
AEM vs ALB
+2,835.3%
-450.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.4% | +3.3% | -0.4% |
| 7D | -0.5% | -8.1% | +7.5% | +0.9% |
| 30D | +24.0% | +6.3% | +17.8% | +22.5% |
| 3M | +16.1% | -23.6% | +39.7% | +21.2% |
| 6M | -11.6% | -24.6% | +13.0% | -7.9% |
| YTD | +21.5% | -10.3% | +31.8% | +23.0% |
| 1Y | +39.2% | +61.5% | -22.3% | +27.3% |
| 3Y | +347.4% | -34.0% | +381.4% | +350.3% |
| 5Y | +290.1% | -44.6% | +334.7% | +289.9% |
| 10Y | +357.8% | +76.1% | +281.7% | +234.8% |
| All | +2,384.8% | +2,835.3% | -450.5% | +1,094.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling