+447.2%
AEM vs ALC
+24.0%
+423.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.7% |
| 7D | -0.5% | -2.1% | +1.6% | 0.0% |
| 30D | +24.0% | -0.1% | +24.1% | +24.0% |
| 3M | +16.1% | +5.9% | +10.2% | +14.2% |
| 6M | -11.6% | -15.9% | +4.3% | -8.3% |
| YTD | +21.5% | -10.1% | +31.7% | +24.0% |
| 1Y | +39.2% | -10.2% | +49.4% | +41.8% |
| 3Y | +347.4% | -13.6% | +361.0% | +353.9% |
| 5Y | +290.1% | -15.1% | +305.3% | +284.8% |
| All | +447.2% | +24.0% | +423.1% | +366.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling