+2,211.6%
AEM vs ALB
+2,114.0%
+97.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -4.2% | -0.9% | -4.4% |
| 7D | +13.9% | +5.3% | +8.6% | +12.9% |
| 30D | +0.8% | -6.3% | +7.0% | +2.0% |
| 3M | +5.8% | -27.4% | +33.2% | +11.6% |
| 6M | -1.0% | -53.1% | +52.1% | +12.4% |
| YTD | +13.1% | -32.3% | +45.4% | +20.1% |
| 1Y | +14.4% | -7.3% | +21.7% | +15.3% |
| 3Y | +325.7% | -14.9% | +340.6% | +310.9% |
| 5Y | +273.7% | -62.0% | +335.8% | +300.4% |
| 10Y | +390.1% | +33.0% | +357.1% | +276.2% |
| All | +2,211.6% | +2,114.0% | +97.6% | +1,066.6% |
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