+305.7%
AEM vs ALC
-10.7%
+316.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.3% | +4.6% | +4.7% |
| 7D | +17.8% | +2.1% | +15.8% | +17.2% |
| 30D | +6.2% | +17.2% | -11.0% | +1.6% |
| 3M | +12.5% | +4.6% | +7.9% | +11.0% |
| 6M | +4.4% | +20.1% | -15.7% | -1.4% |
| YTD | +19.2% | -4.2% | +23.4% | +20.0% |
| 1Y | +25.5% | +2.1% | +23.4% | +23.7% |
| 3Y | +346.4% | +4.5% | +342.0% | +324.3% |
| 5Y | +305.7% | -12.3% | +318.0% | +259.3% |
| All | +305.7% | -10.7% | +316.4% | +259.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling