+343.3%
AEM vs ALK
-38.6%
+381.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | -1.2% |
| 7D | +4.3% | +0.1% | +4.2% | +4.3% |
| 30D | +13.1% | -18.5% | +31.6% | +14.3% |
| 3M | +24.8% | -3.6% | +28.3% | +24.9% |
| 6M | -8.2% | -3.7% | -4.6% | -8.4% |
| YTD | +19.8% | -19.0% | +38.8% | +20.3% |
| 1Y | +32.1% | -36.0% | +68.1% | +33.3% |
| 3Y | +348.2% | +2.3% | +345.9% | +343.7% |
| 5Y | +297.5% | -27.8% | +325.2% | +292.7% |
| 10Y | +343.3% | -39.0% | +382.3% | +314.6% |
| All | +343.3% | -38.6% | +381.9% | +314.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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