+376.9%
AEM vs ALC
+30.4%
+346.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -0.7% |
| 7D | -6.8% | -1.1% | -5.8% | -6.6% |
| 30D | +0.8% | +16.0% | -15.2% | -2.6% |
| 3M | -0.8% | +0.8% | -1.7% | -1.1% |
| 6M | -8.5% | +16.8% | -25.3% | -12.1% |
| YTD | +5.9% | -5.5% | +11.4% | +6.8% |
| 1Y | +6.6% | -5.3% | +11.9% | +7.3% |
| 3Y | +302.2% | +4.1% | +298.1% | +290.5% |
| 5Y | +250.8% | -7.1% | +257.8% | +240.0% |
| All | +376.9% | +30.4% | +346.5% | +301.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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