+441.4%
AEM vs ALC
+20.4%
+421.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.6% |
| 7D | +3.0% | -5.3% | +8.3% | +4.3% |
| 30D | +12.5% | -7.1% | +19.6% | +14.4% |
| 3M | +26.9% | +0.8% | +26.2% | +26.4% |
| 6M | -9.4% | -16.0% | +6.5% | -6.0% |
| YTD | +20.3% | -12.7% | +33.0% | +23.6% |
| 1Y | +33.8% | -12.8% | +46.6% | +37.2% |
| 3Y | +349.8% | -15.8% | +365.7% | +359.1% |
| 5Y | +301.0% | -16.7% | +317.7% | +297.6% |
| All | +441.4% | +20.4% | +421.0% | +365.1% |
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