+390.1%
AEM vs ALK
-39.7%
+429.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.4% | -4.8% | -5.1% |
| 7D | +13.9% | +12.9% | +0.9% | +13.0% |
| 30D | +0.8% | +5.5% | -4.8% | +0.4% |
| 3M | +5.8% | -12.1% | +17.9% | +6.4% |
| 6M | -1.0% | +1.7% | -2.7% | -1.3% |
| YTD | +13.1% | -17.4% | +30.5% | +13.4% |
| 1Y | +14.4% | -1.9% | +16.4% | +14.1% |
| 3Y | +325.7% | +21.2% | +304.5% | +319.8% |
| 5Y | +273.7% | -27.8% | +301.5% | +268.5% |
| 10Y | +390.1% | -41.0% | +431.1% | +388.9% |
| All | +390.1% | -39.7% | +429.8% | +388.9% |
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