+348.2%
AEM vs ALC
-15.5%
+363.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.5% | -0.9% |
| 7D | +4.3% | -3.7% | +8.0% | +5.3% |
| 30D | +13.1% | -3.7% | +16.9% | +14.1% |
| 3M | +24.8% | +4.6% | +20.2% | +23.1% |
| 6M | -8.2% | -14.6% | +6.4% | -4.6% |
| YTD | +19.8% | -11.9% | +31.7% | +23.4% |
| 1Y | +32.1% | -13.1% | +45.2% | +36.4% |
| 3Y | +348.2% | -15.0% | +363.2% | +366.6% |
| All | +348.2% | -15.5% | +363.7% | +366.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling