+32.1%
AEM vs ALK
-35.5%
+67.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | -0.7% |
| 7D | +4.3% | +0.1% | +4.2% | +4.3% |
| 30D | +13.1% | -18.5% | +31.6% | +18.2% |
| 3M | +24.8% | -3.6% | +28.3% | +24.3% |
| 6M | -8.2% | -3.7% | -4.6% | -9.9% |
| YTD | +19.8% | -19.0% | +38.8% | +20.9% |
| 1Y | +32.1% | -36.0% | +68.1% | +31.5% |
| All | +32.1% | -35.5% | +67.6% | +31.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling